✦ LIBER ✦
On Maximum Entropy Characterization of Pearson's Type II and VII Multivariate Distributions
✍ Scribed by K. Zografos
- Publisher
- Elsevier Science
- Year
- 1999
- Tongue
- English
- Weight
- 96 KB
- Volume
- 71
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
✦ Synopsis
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.