Summary
A general form is given for densities which maximize the entropy in a class of distributions having specified values for the expectations of certain functions of the random variables. Characterizations of several well-known distributions are obtained.
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References
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© 1975 D. Reidel Publishing Company, Dordrecht-Holland
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Gokhale, D.V. (1975). Maximum Entropy Characterizations of Some Distributions. In: Patil, G.P., Kotz, S., Ord, J.K. (eds) A Modern Course on Statistical Distributions in Scientific Work. NATO Advanced Study Institutes Series, vol 17. Springer, Dordrecht. https://doi.org/10.1007/978-94-010-1848-7_27
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DOI: https://doi.org/10.1007/978-94-010-1848-7_27
Publisher Name: Springer, Dordrecht
Print ISBN: 978-94-010-1850-0
Online ISBN: 978-94-010-1848-7
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