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

DOI10.1006/jmva.1999.1824zbMath0951.62040OpenAlexW2129283471MaRDI QIDQ1808837

Yanyan Li

Publication date: 3 January 2001

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmva.1999.1824

zbMATH Keywords

maximum entropy principleShannon entropymultivariate Cauchy distributionmultivariate t-distributionPearson's type II and VII distributions

Mathematics Subject Classification ID

Characterization and structure theory for multivariate probability distributions; copulas (62H05) Characterization and structure theory of statistical distributions (62E10) Statistical aspects of information-theoretic topics (62B10)

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Cites Work

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• A classification of the main probability distributions by minimizing the weighted logarithmic measure of deviation
• The application of the principle of minimum cross-entropy to the characterization of the exponential-type probability distributions
• The Student distribution and the principle of maximum entropy
• Information Theory and Statistical Mechanics
• Axiomatic derivation of the principle of maximum entropy and the principle of minimum cross-entropy
• Entropy inequalities for classes of probability distributions II. The multivariate case

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