Determination of Maximum Bayesian Entropy Probability Distribution

Author(s):

S. Mansoury , E. Pasha , M. Mohammadzadeh*

Message:
Abstract:

In this paper, we consider the determination methods of maximum entropy multivariate distributions with given prior under the constraints, that the marginal distributions or the marginals and covariance matrix are prescribed. Next, some numerical solutions are considered for the cases of unavailable closed form of solutions. Finally, these methods are illustrated via some numerical examples.

Language:
English
Published:
Journal of Sciences, Islamic Republic of Iran, Volume:16 Issue: 4, Autumn 2005
Page:
339
https://www.magiran.com/p638604  
سامانه نویسندگان
  • Mohsen Mohammadzadeh
    Corresponding Author (3)
    Professor Department of Statistics, Tarbiat Modares University, Tehran, Iran
    Mohammadzadeh، Mohsen
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