Athreya, KB (2009) Entropy maximization. In: Proceedings Of The Indian Academy Of SciencesMathematical Sciences, 119 (4). pp. 531539.

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Abstract
It is shown that (i) every probability density is the unique maximizer of relative entropy in an appropriate class and (ii) in the class of all pdf f that satisfy ae fh (i) d mu = lambda (i) for i = 1, 2, ...,... kthe maximizer of entropy is an f (0) that is proportional to exp(I c pound (i) h (i) ) for some choice of c (i) . An extension of this to a continuum of constraints and many examples are presented.
Item Type:  Journal Article 

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Additional Information:  Copyright for this article belongs to Indian Academy of Sciences. 
Keywords:  Entropy; relative entropy; entropy maximization 
Department/Centre:  Division of Physical & Mathematical Sciences > Mathematics 
Date Deposited:  08 Dec 2009 08:35 
Last Modified:  19 Sep 2010 05:52 
URI:  http://eprints.iisc.ernet.in/id/eprint/24946 
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