Entropy estimate of probability densities having assigned moments: Stieltjes case

DOI10.1016/S0096-3003(01)00090-XMaRDI QIDQ1855733zbMATH OpenOpenAlexFDO

Authors Aldo Tagliani

Publication date 28 January 2003

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0096-3003(01)00090-x

zbMATH Keywords

convex hullentropyHankel matrixmoment-generating functionsStieltjes moment problem

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10)

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Cites work

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• Entropy-convergence in Stieltjes and Hamburger moment problem
• scientific article; zbMATH DE number 107482 (Why is no real title available?)
• scientific article; zbMATH DE number 4184623 (Why is no real title available?)
• scientific article; zbMATH DE number 3107192 (Why is no real title available?)
• Maximum-entropy distributions having prescribed first and second moments (Corresp.)
• On some inequalities for entropies of discrete probability distributions
• On the application of maximum entropy to the moments problem

Cited in

(8)

• A note on proximity of distributions in terms of coinciding moments.
• Entropy estimate of a probability density from its Mellin transform
• Entropy estimate of probability densities having assigned moments: Hausdorff case
• Upper bound for variance of finite mixtures of power exponential distributions
• A lower bound on the relative entropy with respect to a symmetric probability
• Moment information and entropy evaluation for probability densities
• Entropy and higher moments of information
• Extremal entropy for a constrained probability density

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