1987 | OriginalPaper | Chapter
Is the Maximum Entropy Principle Operationally Justifiable?
Author : I. Csiszár
Published in: Open Problems in Communication and Computation
Publisher: Springer New York
Included in: Professional Book Archive
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Let X be a random variable originally believed to have distribution Q. When new information is obtained suggesting that the distribution of X actually belongs to a set of distributions Π not containing the original guess Q, this should be updated to conform with the new information. Intuitively a proper updating should be that element of Π which is closest to the original guess Q. It remains to specify the measure of distance between distributions to be used to find this closest element.