A family of discrete multivariate maximum‐entropy distributions
Year: 2025
Type: article
Abstract: A family of multivariate maximum‐entropy distributions with general discrete support is derived. Members of the family are distinguished from each other by different specified sets of joint non‐central moments. One of the members can be viewed as a discrete analogue of the continuous multivariate normal distribution. In an illustrative example, maximum likelihood estimation is used in fitting several bivariate discrete maximum‐entropy distributions to empirical data.
Source: Statistica Neerlandica
DOI: 10.1111/stan.70011
Author: David J. Hessen
Institution: Utrecht University
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: hybrid
Estimated APC paid: $3,800
OpenAlex ID: W4413334894