On a relation between the principle of minimum relative entropy and maximum likelihood estimation

M.A Tzannes,J.P Noonan

doi:10.1109/iscas.1990.112235

On a relation between the principle of minimum relative entropy and maximum likelihood estimation

M.A Tzannes, J.P Noonan

https://doi.org/10.1109/iscas.1990.112235

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Publication Date: May 1, 1990

Citations: 2

Affiliation: Tufts University

#Minimum Relative Entropy #Minimum Relative Entropy Principle + Show 8 more

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Abstract

A justification for the use of the minimum relative entropy (MRE) principle as a probability density function (PDF) estimation method is given by showing a relation with the classical maximum likelihood estimation procedure. This ultimately provides a noninformation theoretic argument for the validity of the MRE principle as well as some properties that the MRE PDF obeys. >

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