The Minimum of the Entropy of a Two-Dimensional Distribution with Given Marginals

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Publication:6224697

arXiv1104.1536MaRDI QIDQ6224697FDOQ6224697


Authors: Giorgio Dall'Aglio, Elisabetta Bona Edit this on Wikidata


Publication date: 8 April 2011

Abstract: The paper search for the minimum of the entropy of a two- dimensional distribution in the Fr'echet class, the class of distributions with given marginals. The main result for discrete distributions is an algorithm for building the minimizing distribution, which is given by the maximum distribution function of the Fr'echet class after a suitable rearrangement of the rows and of the columns. For absolutely continuous distributions a minimum does not exists, and the infimum is equal to -infty.













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