Given a discrete random variable X that takes values in a finite set χ according to a probability mass function (pmf) P, a truncated pmf Q of P is a conditional pmf that results from restricting the domain of X to some subset of χ. Truncated pmf arise in several problems of statistics and probability. In this paper, we propose and analyze a few criteria to truncate pmf's so that the truncated one is as much close as possible to the original pmf, under different information theoretic measures of distance.
An Information Theoretic Approach to Probability Mass Function Truncation
Gargano L.;Vaccaro U.
2019-01-01
Abstract
Given a discrete random variable X that takes values in a finite set χ according to a probability mass function (pmf) P, a truncated pmf Q of P is a conditional pmf that results from restricting the domain of X to some subset of χ. Truncated pmf arise in several problems of statistics and probability. In this paper, we propose and analyze a few criteria to truncate pmf's so that the truncated one is as much close as possible to the original pmf, under different information theoretic measures of distance.File in questo prodotto:
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