Maximum Entropy Criterion for Moment Indeterminacy of Probability Densities
We deal with absolutely continuous probability distributions with finite all-positive integer-order moments. It is well known that any such distribution is either uniquely determined by its moments (M-determinate), or it is non-unique (M-indeterminate). In this paper, we follow the maximum entropy a...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2024-01-01
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Series: | Entropy |
Subjects: | |
Online Access: | https://www.mdpi.com/1099-4300/26/2/121 |