An upper bound for entropy of discrete distributions having assigned moments

  • Authors:
  • Aldo Tagliani

  • Affiliations:
  • Faculty of Economics, University of Trento, 38100 Trento, Italy

  • Venue:
  • Applied Mathematics and Computation
  • Year:
  • 2002

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Abstract

Discrete probability distributions having finite or countable range and assigned the first algebraic moments are considered. An entropy upper bound uniquely in terms of assigned moments is provided. Some particular cases are analytically treated.