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Volumn 71, Issue 1, 1999, Pages 67-75

On maximum entropy characterization of Pearson's type II and VII multivariate distributions

Author keywords

Maximum entropy principle; Multivariate t distribution, multivariate Cauchy distribution; Pearson's type II and VII distributions; Shannon entropy

Indexed keywords


EID: 0038128274     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1999.1824     Document Type: Article
Times cited : (53)

References (12)
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    • (1986) Ann. Inst. Statist. Math. , vol.38 , pp. 451-457
    • Bad Dumitrescu, M.1
  • 3
    • 0039373987 scopus 로고
    • A classification of the main probability distributions by minimizing the weighted logarithmic measure of deviation
    • S. Guiasu, A classification of the main probability distributions by minimizing the weighted logarithmic measure of deviation, Ann. Inst. Statist. Math. 42 (1990), 269-279.
    • (1990) Ann. Inst. Statist. Math. , vol.42 , pp. 269-279
    • Guiasu, S.1
  • 5
    • 11944266539 scopus 로고
    • Information theory and statistical mechanics
    • E. T. Jaynes, Information theory and statistical mechanics, Phys. Rev. 106 (1957), 620-630.
    • (1957) Phys. Rev. , vol.106 , pp. 620-630
    • Jaynes, E.T.1
  • 9
    • 9144267154 scopus 로고
    • Entropy inequalities for classes of probability distributions, II. the multivariate case
    • S. Karlin and Y. Rinott, Entropy inequalities for classes of probability distributions, II. The multivariate case, Adv. Appl. Probab. 13 (1981), 325-351.
    • (1981) Adv. Appl. Probab. , vol.13 , pp. 325-351
    • Karlin, S.1    Rinott, Y.2
  • 11
    • 51249180311 scopus 로고
    • The Student distribution and the principle of maximum entropy
    • V. Preda, The Student distribution and the principle of maximum entropy, Ann. Inst. Statist. Math. 34 (1982), 335-338.
    • (1982) Ann. Inst. Statist. Math. , vol.34 , pp. 335-338
    • Preda, V.1
  • 12
    • 0018877134 scopus 로고
    • Axiomatic derivation of the principle of maximum entropy and the principle of minimum cross-entropy
    • J. E. Shore and R. W. Johnson, Axiomatic derivation of the principle of maximum entropy and the principle of minimum cross-entropy, IEEE Trans. Inform. Theory 26 (1980), 26-37.
    • (1980) IEEE Trans. Inform. Theory , vol.26 , pp. 26-37
    • Shore, J.E.1    Johnson, R.W.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.