A maxentropic procedure for reconstructing a distribution from its marginals

被引:2
|
作者
Gzyl, H
Herrero, B
机构
[1] UNIV METROPOLITANA,DEPT MATH,CARACAS,VENEZUELA
[2] CENT UNIV VENEZUELA,FAC INGN,DEPT INVEST OPERAC,CARACAS,VENEZUELA
关键词
distribution with given marginals; undetermined inverse problem; generalized moment problem;
D O I
10.1016/0895-7177(96)00092-1
中图分类号
TP39 [计算机的应用];
学科分类号
081203 ; 0835 ;
摘要
We present a maxentropic approach of reconstructing a discrete joint probability distribution pij from the knowledge of its marginals. The version we develop is quite useful when preliminary information is known about the values of some or all the pij's.
引用
收藏
页码:83 / 89
页数:7
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