Maximizing Entropy with an Expectation Constraint and One-Parameter Exponential Families of Distributions
A Reexamination
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The goal of this monograph is to reexamine the question "What probability distribution maximizes entropy or differential entropy of a random variable X subject to the constraint that the expected value of a real-valued function g applied to X has a specified value µ", and to derive its answer in an accessible, self-contained and complete fashion.
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