The application of the principle of minimum cross-entropy to the characterization of the exponential-type probability distributions

DOI10.1007/BF02482532MaRDI QIDQ1086929zbMATH OpenFDO

Authors Monica Dumitrescu

Publication date 1986

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/BF02482532

zbMATH Keywords

characterizationsexponential familygammaKullback's estimation criterionminimum discrimination informationnegative exponentialnormal distributionprinciple of minimum cross-entropyprior distributionsStudent distribution

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Measures of information, entropy (94A17)

Review text

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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Cites work

• A Note on Minimum Discrimination Information
• Axiomatic derivation of the principle of maximum entropy and the principle of minimum cross-entropy
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• scientific article; zbMATH DE number 3591873 (Why is no real title available?)
• Information Theory and Statistical Mechanics
• On Information and Sufficiency
• Properties of cross-entropy minimization
• The Student distribution and the principle of maximum entropy

Cited in

(6)

• Minimum cross-entropy analysis with entropy-type constraints
• On maximum entropy characterization of Pearson's type II and VII multivariate distributions
• Chi-square divergence and minimization problem
• Estimates of current density distributions: I. Applying the principle of cross-entropy minimization to electrographic recordings
• A classification of the main probability distributions by minimizing the weighted logarithmic measure of deviation
• A maximum entropy characterization of symmetric Kotz type and Burr multivariate distribu\-tions

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