APPROXIMATING DISCRETE PROBABILITY DISTRIBUTIONS

被引:46
作者
KU, HH
KULLBACK, S
机构
[1] National Bureau of Standards
[2] George Washington University, Washington
关键词
D O I
10.1109/TIT.1969.1054336
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
The method of minimum discrimination information estimation is applied to the problem of estimating an n-dimensional discrete probability distribution in terms of lower order marginal distributions. The procedure provides a convergent iterative algorithm. The method yields regular best asymptotically normal (RBAN) estimates. The general procedure includes as a particular case that proposed by a method using dependence trees. An example is given. © 1969 IEEE
引用
收藏
页码:444 / +
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