| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5129951 | Statistics & Probability Letters | 2017 | 4 Pages |
Abstract
The Hamburger and Stieltjes moment problem and the sequence of maximum entropy (MaxEnt) approximates with given moments are considered. MaxEnt approximate converges in entropy to the unknown distribution when the Hamburger (or Stieltjes) moment problem is determinate and the underlying distribution has finite entropy.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Mariyan Milev, Aldo Tagliani,