Stieltjes and Hamburger Reduced Moment Problem When MaxEnt Solution Does Not Exist

Stieltjes and Hamburger Reduced Moment Problem When MaxEnt Solution Does Not Exist

For a given set of moments whose predetermined values represent the available information, we consider the case where the Maximum Entropy (MaxEnt) solutions for Stieltjes and Hamburger reduced moment problems do not exist. Genuinely relying upon MaxEnt rationale we find the distribution with largest...

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Bibliographic Details
Main Authors:	Pier Luigi Novi Inverardi, Aldo Tagliani
Format:	Article
Language:	English
Published:	MDPI AG 2021-02-01
Series:	Mathematics
Subjects:	probability distribution Stieltjes and Hamburger reduced moment problem entropy maximum entropy moment space
Online Access:	https://www.mdpi.com/2227-7390/9/4/309

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