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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

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.571590&sl=0

Publication information
Department/Agency
  • Bank of Canada.
TitleRisk, entropy, and the transformation of distributions / by R. Mark Reesor and Don L. McLeish.
Series title
  • Bank of Canada working paper 1701-9397 2002-11
Publication typeMonograph - View Master Record
Language[English]
FormatDigital text
Electronic document
Other formatsPhysical text-[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.
Description41p.references, tables
ISSN1701-9397
Catalogue number
  • FB3-2/102-11E-PDF
Subject terms
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