The Elliptical Quartic Exponential Distribution: An Annular Distribution Obtained via Maximum Entropy

2022/10/09 by Williams, Christopher K I
#FOS: Computer and information sciences #FOS: Mathematics #Information Theory (cs.IT) #Methodology (stat.ME) #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.2210.04221

Abstract

This paper describes the Elliptical Quartic Exponential distribution in ℝ^D, obtained via a maximum entropy construction by imposing second and fourth moment constraints. I discuss relationships to related work, analytical expressions for the normalization constant and the entropy, and the conditional and marginal distributions.

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