A characterization of probability densities with expected log likelihood

Ryuei Nishii

doi:10.1080/03610928908830056

A characterization of probability densities with expected log likelihood

Ryuei Nishii

Research output: Contribution to journal › Article › peer-review

Abstract

In the class of all densities with constraints E b_i(X) = Cj, (i = 1, q), it is we I 1 known that the entropy is maximized by the density belonging to the exponential family specified by b.(x). i = 1.q. Our aim in this note is to generalize the result by using expected log likelihood.

Original language	English
Pages (from-to)	2657-2662
Number of pages	6
Journal	Communications in Statistics - Theory and Methods
Volume	18
Issue number	7
DOIs	https://doi.org/10.1080/03610928908830056
Publication status	Published - Jan 1 1989
Externally published	Yes

All Science Journal Classification (ASJC) codes

Statistics and Probability

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10.1080/03610928908830056

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abstract = "In the class of all densities with constraints E bi(X) = Cj, (i = 1, q), it is we I 1 known that the entropy is maximized by the density belonging to the exponential family specified by b.(x). i = 1.q. Our aim in this note is to generalize the result by using expected log likelihood.",

author = "Ryuei Nishii",

year = "1989",

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AB - In the class of all densities with constraints E bi(X) = Cj, (i = 1, q), it is we I 1 known that the entropy is maximized by the density belonging to the exponential family specified by b.(x). i = 1.q. Our aim in this note is to generalize the result by using expected log likelihood.

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JO - Communications in Statistics - Theory and Methods

JF - Communications in Statistics - Theory and Methods

IS - 7

ER -

A characterization of probability densities with expected log likelihood

Abstract

All Science Journal Classification (ASJC) codes

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