A Characterization of probability densities with expected log likelihood |
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| Authors: | Ryuei Nishii |
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| Institution: | Faculty of Integrated Arts and Sciences , Hiroshima University , Hiroshima 730, JAPAN |
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| Abstract: | In the class of all densities with constraints E bi(X) = c,(i = 1,....,q), it is well known that the entropy is maximized by the density belonging to the exponential family specified by bi(x), i = 1,....,q. Our aim in this note is to generalize theresult by using expected log likelihood. |
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| Keywords: | entropy exponential family KulIback-Lelbler Information Von Mises distribution |
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