Risk, entropy, and the transformation of distributions / by R. Mark Reesor and Don L. McLeish. : FB3-2/102-11E-PDF
The exponential family, relative entropy, and distortion are methods of transforming probability distributions. We establish a link between those methods, focusing on the relation between relative entropy and distortion.--Abstract
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| Department/Agency | Bank of Canada. |
|---|---|
| Title | Risk, entropy, and the transformation of distributions / by R. Mark Reesor and Don L. McLeish. |
| Series title | Bank of Canada working paper1701-93972002-11 |
| Publication type | Series - View Master Record |
| Language | [English] |
| Format | Electronic |
| Electronic document | |
| Other formats | Paper-[English] |
| Note(s) | "The exponential family, relative entropy, and distortion are methods of transforming probability distributions. We establish a link between those methods, focusing on the relation between relative entropy and distortion."--Abstract. The ISSN (1192-5434) for the print edition has been incorrectly copied in this electronic publication. Résumé en français. |
| Publishing information | Ottawa - Ontario : Bank of Canada April 2002. |
| Description | 41p.references, tables |
| ISSN | 1701-9397 |
| Catalogue number |
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| Subject terms | Distribution Economic indicators Models |