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Maximum entropy characterizations of the multivariate Liouville distributions

✍ Scribed by Bhaskar Bhattacharya


Book ID
108185470
Publisher
Elsevier Science
Year
2006
Tongue
English
Weight
190 KB
Volume
97
Category
Article
ISSN
0047-259X

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On Maximum Entropy Characterization of P
✍ K. Zografos πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 96 KB

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 VI