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Discrete approximations of continuous distributions by maximum entropy
http://hdl.handle.net/10445/7724
http://hdl.handle.net/10445/772487f3f9ee-1453-4341-85a0-4bc733d24262
| Item type | 学術雑誌論文 / Journal Article(1) | |||||
|---|---|---|---|---|---|---|
| 公開日 | 2014-09-03 | |||||
| タイトル | ||||||
| タイトル | Discrete approximations of continuous distributions by maximum entropy | |||||
| 言語 | ||||||
| 言語 | eng | |||||
| 資源タイプ | ||||||
| 資源タイプ識別子 | http://purl.org/coar/resource_type/c_6501 | |||||
| 資源タイプ | journal article | |||||
| アクセス権 | ||||||
| アクセス権 | metadata only access | |||||
| アクセス権URI | http://purl.org/coar/access_right/c_14cb | |||||
| 著者 |
田中, 健一郎
× 田中, 健一郎× Toda, Alexis Akira |
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| 抄録 | ||||||
| 内容記述タイプ | Abstract | |||||
| 内容記述 | In numerically implementing the optimization of an expected value in many economic models, it is often necessary to approximate a given continuous probability distribution by a discrete distribution. We propose an approximation method based on the principle of maximum entropy and minimum Kullback–Leibler information, which is computationally very simple. Our method is not intended to replace existing methods but to complement them by “fine-tuning” probabilities so as to match prescribed (not necessarily polynomial) moments exactly. | |||||
| 書誌情報 |
Economics Letters 巻 118, 号 3, p. 445-450, 発行日 2013 |
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| ISSN | ||||||
| 収録物識別子タイプ | ISSN | |||||
| 収録物識別子 | 01651765 | |||||
| 査読有無 | ||||||
| 値 | あり/yes | |||||
| 研究業績種別 | ||||||
| 値 | 原著論文/Original Paper | |||||
| 単著共著 | ||||||
| 値 | 共著/joint | |||||
| 出版者 | ||||||
| 出版者 | Elsevier | |||||
