The application of the principle of minimum cross-entropy to the characterization of the exponential-type probability distributions
- 37 Downloads
Systematic and simple characterizations are presented for several familiar distributions in exponential family by means of the principle of minimum cross-entropy (minimum discrimination information). The suitable prior distributions and the appropriate constraints on expected values are given for the underlying distributions.
Key wordsMinimum cross-entropy exponential distribution
Unable to display preview. Download preview PDF.