A note on proximity of distributions in terms of coinciding moments

被引：9
|
作者：
Tagliani, A [1 ]
机构：
[1] Univ Trent, Fac Econ, I-38100 Trent, Italy
来源：
APPLIED MATHEMATICS AND COMPUTATION | 2003年 / 145卷 / 2-3期
关键词：
hankel matrix; levy and zolotarev distance; maximum entropy; moments; proximity of distribution;
D O I：
10.1016/S0096-3003(02)00477-0
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
A bound on the absolute difference between two distributions, based on entropy, is introduced. Such a bound can be made as precise as desired, according to the number of common moments assumed. The approximating distribution is obtained by maximizing the entropy constrained by moments. (C) 2002 Elsevier Inc. All rights reserved.
引用
收藏
页码：195 / 203
页数：9
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