Best Probability Density Function for Random Sampled Data

Best Probability Density Function for Random Sampled Data

The maximum entropy method is a theoretically sound approach to construct an analytical form for the probability density function (pdf) given a sample of random events. In practice, numerical methods employed to determine the appropriate Lagrange multipliers associated with a set of moments are gene...

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Bibliographic Details
Main Author: Donald J. Jacobs
Format: Article
Language:English
Published: MDPI AG 2009-12-01
Series:Entropy
Subjects:
maximum entropy method
probability density function
Lagrange multipliers
level-function moments
least squares error
adaptive simulated annealing
smoothing noise
Online Access:http://www.mdpi.com/1099-4300/11/4/1001/

Internet

http://www.mdpi.com/1099-4300/11/4/1001/

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