00000nam##2200000za#4500 9.571590 CaOODSP 20211126112844 cr ||||||||||| 150406|2002||||xxc|||||o f|0| 0 eng|d 1701-9397 CaOODSP eng n-cn--- FB3-2/102-11E-PDF Bank of Canada. Risk, entropy, and the transformation of distributions / [electronic resource] by R. Mark Reesor and Don L. McLeish. Ottawa - Ontario : Bank of Canada April 2002. 41p. references, tables Bank of Canada working paper 1701-9397 2002-11 "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. 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 Résumé en français. 11-19-Supp 2011-09-23 Distribution gcpds Economic indicators gcpds Models gcpds Reesor, R. Mark McLeish, Don L. Risk, entropy, and the transformation of distributions / (CaOODSP)9.615976 Working paper (Bank of Canada) 1701-9397 2002-11 (CaOODSP)9.504604 http://publications.gc.ca PDF 321 KB https://publications.gc.ca/collections/Collection/FB3-2-102-11E.pdf 2002-11