IDEAS home Printed from https://ideas.repec.org/a/hin/jnljps/8629049.html
   My bibliography  Save this article

Sample Dependence in the Maximum Entropy Solution to the Generalized Moment Problem

Author

Listed:
  • Henryk Gzyl

Abstract

The method of maximum entropy is quite a powerful tool to solve the generalized moment problem, which consists in determining the probability density of a random variable from the knowledge of the expected values of a few functions of the variable. In actual practice, such expected values are determined from empirical samples, leaving open the question of the dependence of the solution upon the sample. It is the purpose of this note to take a few steps towards the analysis of such dependence.

Suggested Citation

  • Henryk Gzyl, 2016. "Sample Dependence in the Maximum Entropy Solution to the Generalized Moment Problem," Journal of Probability and Statistics, Hindawi, vol. 2016, pages 1-5, December.
    • Handle: RePEc:hin:jnljps:8629049
    DOI: 10.1155/2016/8629049
    as

    Download full text from publisher

    File URL: http://downloads.hindawi.com/journals/JPS/2016/8629049.pdf
    Download Restriction: no
    File URL: http://downloads.hindawi.com/journals/JPS/2016/8629049.xml
    Download Restriction: no
    File URL: https://libkey.io/10.1155/2016/8629049?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    More about this item

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hin:jnljps:8629049. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Mohamed Abdelhakeem (email available below). General contact details of provider: https://www.hindawi.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.