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Maximum Entropy Criterion for Moment Indeterminacy of Probability Densities.
- Source :
- Entropy; Feb2024, Vol. 26 Issue 2, p121, 10p
- Publication Year :
- 2024
-
Abstract
- We deal with absolutely continuous probability distributions with finite all-positive integer-order moments. It is well known that any such distribution is either uniquely determined by its moments (M-determinate), or it is non-unique (M-indeterminate). In this paper, we follow the maximum entropy approach and establish a new criterion for the M-indeterminacy of distributions on the positive half-line (Stieltjes case). Useful corollaries are derived for M-indeterminate distributions on the whole real line (Hamburger case). We show how the maximum entropy is related to the symmetry property and the M-indeterminacy. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 10994300
- Volume :
- 26
- Issue :
- 2
- Database :
- Complementary Index
- Journal :
- Entropy
- Publication Type :
- Academic Journal
- Accession number :
- 175648222
- Full Text :
- https://doi.org/10.3390/e26020121