On maximum entropy characterization of Pearson's type II and VII multivariate distributions
Abstract
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peer reviewed
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Journal of Multivariate Analysis
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In this paper a characterization is presented for Pearson's Type II and VII multivariate distributions by means of the maximum entropy principle. It is shown that within the class of multivariate distributions, that satisfy appropriate constraints expressed by mean values, the Pearson Type II and VII distributions maximize the Shannon entropy. (C) 1999 Academic Press.
Description
Keywords
shannon entropy, maximum entropy principle, pearson's type ii and vii distributions, multivariate t-distribution, multivariate cauchy distribution, probability-distributions
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<Go to ISI>://000083185800005
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en
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Πανεπιστήμιο Ιωαννίνων. Σχολή Θετικών Επιστημών. Τμήμα Μαθηματικών