Maximum Entropy Criterion for Moment Indeterminacy of Probability Densities.
Entropy (Basel)
; 26(2)2024 Jan 30.
Article
en En
| MEDLINE
| ID: mdl-38392376
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.
Texto completo:
1
Colección:
01-internacional
Banco de datos:
MEDLINE
Idioma:
En
Revista:
Entropy (Basel)
Año:
2024
Tipo del documento:
Article
País de afiliación:
Bulgaria