Update of Prior Probabilities by Minimal Divergence

Update of Prior Probabilities by Minimal Divergence

The present paper investigates the update of an empirical probability distribution with the results of a new set of observations. The update reproduces the new observations and interpolates using prior information. The optimal update is obtained by minimizing either the Hellinger distance or the qua...

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Bibliographic Details
Main Author: Jan Naudts
Format: Article
Language:English
Published: MDPI AG 2021-12-01
Series:Entropy
Subjects:
statistical update procedure
minimal divergence
Hellinger distance
Bregman divergence
Jeffrey conditioning
Online Access:https://www.mdpi.com/1099-4300/23/12/1668

Internet

https://www.mdpi.com/1099-4300/23/12/1668

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