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.
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Bibliography
C.R. Rao, Linear Statistical Inference and Its Applications. Wiley Series in Probability and Mathematical Statistics (Wiley, New York, London, Sydney, 1965)
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© 2014 Springer International Publishing Switzerland
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Calin, O., Udrişte, C. (2014). Maximum Entropy Distributions. In: Geometric Modeling in Probability and Statistics. Springer, Cham. https://doi.org/10.1007/978-3-319-07779-6_6
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DOI: https://doi.org/10.1007/978-3-319-07779-6_6
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Online ISBN: 978-3-319-07779-6
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