PROBABILITY DENSITY ASSESSMENT BY A FINITE SET OF INTEGRAL DATA

M. Z. Tarasko
VANT. Ser. Metodiki i Programmy Chislennogo Resheniya Zadach Matematicheskoy Fiziki 1987. Вып.2. С. 86-91.

      The problem of assessment of probability density of a physical quantity by a finite set of integral experimental data is posed as a problem of assessing distribution parameters of maximum entropy exponetial family. The algorithm and the standard routine of parameter optimization are described.