Approximating discrete probability distributions

  • Authors:
  • H. Ku;S. Kullback

  • Affiliations:
  • -;-

  • Venue:
  • IEEE Transactions on Information Theory
  • Year:
  • 2006

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Abstract

The method of minimum discrimination information estimation is applied to the problem of estimating ann-dimensional discrete probability distribution in terms of lower order marginal distributions. The procedure provides a convergent iterative algorithm. The method yields regular best asymptotically normal (RBAN) estimates. The general procedure includes as a particular case that proposed by a method using dependence trees. An example is given.