Best probability density function for random sampled data

DOI10.3390/E11041001MaRDI QIDQ845443zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Donald J. Jacobs

Publication date 29 January 2010

Published in Entropy (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3390/e11041001

zbMATH Keywords

Lagrange multipliersprobability density functionmaximum entropy methodadaptive simulated annealingleast squares errorlevel-function momentssmoothing noise

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Exact distribution theory in statistics (62E15) Statistical distribution theory (62E99)

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Cites work

• scientific article; zbMATH DE number 1082203 (Why is no real title available?)
• A statistical minimax approach to the Hausdorff moment problem
• An information theoretical approach to inversion problems
• Hausdorff moment problem and maximum entropy: A unified approach
• Hausdorff moment problem via fractional moments
• Hausdorff moment problem: reconstruction of probability density functions
• Information Theory and Statistical Mechanics
• Numerical aspects of finite Hausdorff moment problem by maximum entropy approach
• Quantifying predictability through information theory: small sample estimation in a non-Gaussian framework
• The maximum entropy method
• Why least squares and maximum entropy? An axiomatic approach to inference for linear inverse problems

Cited in

(3)

• Kernel density maximum entropy method with generalized moments for evaluating probability distributions, including tails, from a small sample of data
• Efficient evaluation of the pdf of a random variable through the kernel density maximum entropy approach
• Experimental modelling of physical laws

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