The MinMax information measure

The importance of finding minimum entropy probability distributions and the value of minimum entropy for a probabilistic system is discussed. A method to calculate these when there are both moment and inequality constraints on probabilities is given and illustrated with examples. It is shown that: i...

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Veröffentlicht in:International journal of systems science 1995-01, Vol.26 (1), p.1-12
Hauptverfasser: KAPUR, J. N., BACIU, G., KESAVAN, H. K.
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container_title International journal of systems science
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creator KAPUR, J. N.
BACIU, G.
KESAVAN, H. K.
description The importance of finding minimum entropy probability distributions and the value of minimum entropy for a probabilistic system is discussed. A method to calculate these when there are both moment and inequality constraints on probabilities is given and illustrated with examples. It is shown that: information given by moments or inequalities on probabilities can be measured by the reduction in the uncertainty gap (S max - S min ); and in certain circumstances the inequalities on probabilities can provide significant information about probabilistic systems.
doi_str_mv 10.1080/00207729508929020
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subjects Applied sciences
Exact sciences and technology
Information theory
Information, signal and communications theory
Telecommunications and information theory
title The MinMax information measure
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