A family of discrete multivariate maximum‐entropy distributions

David J. Hessen

Statistica Neerlandica, 2025, vol. 79, issue 3

Abstract: A family of multivariate maximum‐entropy distributions with general discrete support is derived. Members of the family are distinguished from each other by different specified sets of joint non‐central moments. One of the members can be viewed as a discrete analogue of the continuous multivariate normal distribution. In an illustrative example, maximum likelihood estimation is used in fitting several bivariate discrete maximum‐entropy distributions to empirical data.

Date: 2025
References: Add references at CitEc
Citations:

Downloads: (external link)
https://doi.org/10.1111/stan.70011

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bla:stanee:v:79:y:2025:i:3:n:e70011

Ordering information: This journal article can be ordered from
http://www.blackwell ... bs.asp?ref=0039-0402

Access Statistics for this article

Statistica Neerlandica is currently edited by Miroslav Ristic, Marijtje van Duijn and Nan van Geloven

More articles in Statistica Neerlandica from Netherlands Society for Statistics and Operations Research
Bibliographic data for series maintained by Wiley Content Delivery ().