A family of discrete maximum-entropy distributions
Publication date
2025-05
Authors
Hessen, David J.
Editors
Advisors
Supervisors
Document Type
Article
Metadata
Show full item recordCollections
License
cc_by
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.
Keywords
Discrete normal distribution, Discrete support, Exponential family, Symmetric distribution, maximum-entropy, Statistics and Probability, Statistics, Probability and Uncertainty, Applied Mathematics
Citation
Hessen, D J 2025, 'A family of discrete maximum-entropy distributions', Journal of Statistical Planning and Inference, vol. 236, 106243. https://doi.org/10.1016/j.jspi.2024.106243