A family of discrete maximum-entropy distributions

Research output: Contribution to journalArticleAcademicpeer-review

Abstract

In this paper, a family of maximum-entropy distributions with general discrete support is derived. Members of the family are distinguished by the number of specified non-central moments. In addition, a subfamily of discrete symmetric distributions is defined. Attention is paid to maximum likelihood estimation of the parameters of any member of the general family. It is shown that the parameters of any special case with infinite support can be estimated using a conditional distribution given a finite subset of the total support. In an empirical data example, the procedures proposed are demonstrated.
Original languageEnglish
Article number106243
JournalJournal of Statistical Planning and Inference
Volume236
Early online date4 Oct 2024
DOIs
Publication statusPublished - May 2025

Bibliographical note

Publisher Copyright:
© 2024 The Author

Keywords

  • Discrete normal distribution
  • Discrete support
  • Exponential family
  • Symmetric distribution
  • maximum-entropy

Fingerprint

Dive into the research topics of 'A family of discrete maximum-entropy distributions'. Together they form a unique fingerprint.

Cite this