Abstract
The paper reanalyzes the following nonlinear program: Find the most similar probability distribution to a given reference measure subject to constraints expressed by mean values by minimizing the weighted logarithmic deviation. The main probability distributions are examined from this point of view and the results are summarized in a table.
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The author acknowledges the NSERC Canada Research Grant A-5712.
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Guiasu, S. A classification of the main probability distributions by minimizing the weighted logarithmic measure of deviation. Ann Inst Stat Math 42, 269–279 (1990). https://doi.org/10.1007/BF00050836
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DOI: https://doi.org/10.1007/BF00050836