Shannon's differential entropy asymptotic analysis in a Bayesian problem

Mathematical Communications

Mozgunov, Pavel²  Kelbert, Mark¹ 

[1] Higher School of Economics, National Research University, Moscow, RF;Department of Mathematics, Swansea University, Singleton Park, Swansea, UK

关键词: differential entropy;    Bayes formula;    Gaussian limit theorem;   

DOI  :  

学科分类：社会科学、人文和艺术（综合）

来源: Sveuciliste Josipa Jurja Strossmayera u Osijeku * Odjel za Matematiku / University of Osijek, Department of Mathematics

【 摘 要 】

WeconsideraBayesianproblemofestimatingofprobabilityofsuccessinaseriesofconditionallyindependenttrialswithbinaryoutcomes.Westudytheasymptoticbehaviourofdifferentialentropyforposteriorprobabilitydensity...

【 授权许可】

Unknown