Maximum Entropy Distributions

Ovidiu Calin and Constantin Udrişte
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Ovidiu Calin: Eastern Michigan University, Department of Mathematics
Constantin Udrişte: University Politehnica of Bucharest, Faculty of Applied Sciences Department of Mathematics-Informatics

Chapter Chapter 6 in Geometric Modeling in Probability and Statistics, 2014, pp 165-187 from Springer

Abstract: Abstract This chapter is dedicated to the study of entropy maximization under moment constraints. We present results of entropy maximization under constraints of mean, variance, or any N moments. The solution of these variational problems belongs to the exponential family. However, explicit solutions exist only in a few particular cases. A distinguished role is played by the study of the Maxwell–Boltzmann distribution.

Keywords: Lagrange Multiplier; Variational Problem; Maximum Entropy; Boltzmann Distribution; Exponential Family (search for similar items in EconPapers)
Date: 2014
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-07779-6_6

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DOI: 10.1007/978-3-319-07779-6_6

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