Title of article :
Determination of Maximum Bayesian Entropy Probability Distribution.
Author/Authors :
Mansoury, S. tarbiat modares university - Faculty of Basic Sciences - Department of Statistics, تهران, ايران , Pasha, E. kharazmi university (university of tarbiat moallem) - Faculty of Basic Sciences - Department of Statistics, تهران, ايران , Mohammadzadeh, M. tarbiat modares university - Faculty of Basic Sciences - Department of Statistics, تهران, ايران
Abstract :
In this paper, we consider the determination methods of maximum entropy multivariate distributions with given prior under the constraints, that the marginal distributions or the marginals and covariance matrix are prescribed. Next, some numerical solutions are considered for the cases of unavailable closed form of solutions. Finally, these methods are illustrated via some numerical examples.
Keywords :
Bayesian entropy , Maximum entropy principle , Splines , Curve fitting.
Journal title :
Journal of Sciences Islamic Republic of Iran
Journal title :
Journal of Sciences Islamic Republic of Iran
