Approximating discrete probability distributions
- 1 July 1969
- journal article
- Published by Institute of Electrical and Electronics Engineers (IEEE) in IEEE Transactions on Information Theory
- Vol. 15 (4) , 444-447
- https://doi.org/10.1109/tit.1969.1054336
Abstract
The method of minimum discrimination information estimation is applied to the problem of estimating ann-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.Keywords
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