The application of the principle of minimum cross-entropy to the characterization of the exponential-type probability distributions (Q1086929)
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scientific article; zbMATH DE number 3986370
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| English | The application of the principle of minimum cross-entropy to the characterization of the exponential-type probability distributions |
scientific article; zbMATH DE number 3986370 |
Statements
The application of the principle of minimum cross-entropy to the characterization of the exponential-type probability distributions (English)
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1986
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Systematic and simple characterizations are presented for several familiar distributions in exponential family by means of the principle of minimum cross-entropy (minimum discrimination information). The suitable prior distributions and the appropriate constraints on expected values are given for the underlying distributions.
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Kullback's estimation criterion
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normal distribution
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negative exponential
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gamma
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Student distribution
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characterizations
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exponential family
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principle of minimum cross-entropy
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minimum discrimination information
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prior distributions
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0.7965048551559448
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0.7820582985877991
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0.7704490423202515
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