Showing 1 results for Kullback Liebler Distance.
Dr Shahram Mansoury, Dr Eynollah Pasha,
Volume 3, Issue 2 (3-2010)
Abstract
Stochastically ordered random variables with given marginal distributions are combined into a joint distribution preserving the ordering and the marginals using a maximum entropy principle. A closed-form of the maximum entropy density function is obtained. Next we have compared the entropies of maximum entropy distributions, under two constraints The constraints are either prescription of marginal distributions and the marginals and covariance matrix.
