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Browse Journals & Magazines > Information Theory, IEEE Tran ...> Volume:16 Issue:2 Help

Fitting continuous probability density functions over [0, \infty ) using information theory ideas (Corresp.)

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2 Author(s)
Wragg, A. ; Dowson, D.

The problem of estimating a probability density functionp(x)over[0, infty)when several low-order moments are known is considered. A computational procedure, based on information theory, is used to obtain the maximum entropy estimates ofp(x)in a number of cases. The situation when the first two moments only are known is considered in some detail. A table is included for estimatingp(x)when givenmu_1 ^{prime} , mu_2 ^{prime}withmu_2 ^{prime} leq 2(mu_1 ^{prime}) ^ 2.

Published in:
Information Theory, IEEE Transactions on  (Volume:16 ,  Issue: 2 )

Date of Publication: Mar 1970

Page(s):
226 - 230
ISSN :
0018-9448
Digital Object Identifier :
10.1109/TIT.1970.1054417
Product Type:
Journals & Magazines
Date of Current Version :
06 January 2003
Issue Date :
Mar 1970
Sponsored by :
IEEE Information Theory Society

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