کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
4631399 1340621 2012 14 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Moment information and entropy evaluation for probability densities
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Moment information and entropy evaluation for probability densities
چکیده انگلیسی

How much information does the sequence of integer moments carry about the corresponding unknown absolutely continuous distribution? We prove that a reliable evaluation of the corresponding Shannon entropy can be done by exploiting some known theoretical results on the entropy convergence, uniquely involving exact moments without solving the underlying moment problem. All the procedure essentially rests on the solution of linear systems, with nearly singular matrices, and hence it requires both calculations in high precision and a pre-conditioning technique. Numerical examples are provided to support the theoretical results.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Applied Mathematics and Computation - Volume 218, Issue 9, 1 January 2012, Pages 5782–5795
نویسندگان
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