Question: For a probability density function p(x) > 0 on the interval (00, 00) the entropy functional S|p| is given by Sip] = / ~ dz

 For a probability density function p(x) > 0 on the interval(00, 00) the entropy functional S|p| is given by Sip] = /

For a probability density function p(x) > 0 on the interval (00, 00) the entropy functional S|p| is given by Sip] = / "~ dz p(z) log p(2). Suppose that the function p(x) is subject to the constraints f dzx p(z) =1 and / dz f(z)p(z) = c, where f(z) is a fixed function and c is a constant. stationary path for S[p| is given by p(z) = exp(1 A puf(z)), where A and p are Lagrange multipliers. Show further that the Cauchy distribution with is a solution for the case f(z) = In(1 + z%) and = 2In2, and obtain the Lagrange multipliers in this case. You may assume that the methods of the calculus of variations apply on the infinite interval (oo, 00). The values of the following integrals may be useful: 0 In(1 +z?%) / dx 1+$2 f dx 172 =2rln2

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer
Step: 1 Unlock blur-text-image
Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock
Step: 3 Unlock

Students Have Also Explored These Related Mathematics Questions!