Re: approximate a pdf function with exponential distribution
From: crtn (anonymous_at_mathforum.org)
Date: 01/11/05
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Date: Tue, 11 Jan 2005 20:00:13 +0000 (UTC)
On 10 Jan 2005, Yan ZHANG wrote:
>I have got the probability density function(pdf) of a continuous
>non-negative random variable. Now, I am hoping to approximate this pdf
>function with an exponential distributed random variable.
>
>1. in such problem, which criteria is the quantity we should minimize?
>
>2. Can you please suggest a way to determine the mean of the exponential
>pdf? Any comments, keywords, references are highly appreciated.
>
>--
>Best Regards
>
>Yan ZHANG
>http://www.nict.com.sg/zhang/
>
Find the one with the same entropy as the original distribution. This way you do not introduce any unwarranted information into the exponential distribution.
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