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Showing 2 results for Maximum Entropy Principle
Dr Shahram Mansoury, Dr Eynollah Pasha,
Volume 3, Issue 2 (3-2010)
Abstract
Stochastically ordered random variables with given marginal distributions are combined into a joint distribution preserving the ordering and the marginals using a maximum entropy principle. A closed-form of the maximum entropy density function is obtained. Next we have compared the entropies of maximum entropy distributions, under two constraints The constraints are either prescription of marginal distributions and the marginals and covariance matrix.
Shahram Mansoury,
Volume 9, Issue 1 (9-2015)
Abstract
Jaynes' principle of maximum entropy states that among all the probability distributions satisfying some constraints, one should be selected which has maximum uncertainty. In this paper, we consider the methods of obtaining maximum entropy bivariate density functions via Taneja and Burg's measure of entropy under the constraints that the marginal distributions and correlation coefficient are prescribed. Next, a numerical method is considered. Finally, each method is illustrated via a numerical example.
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