概率变分问题的探讨

Exploration about Probability Variations

本文讨论了一种概率变分问题:在约束条件=1,μ=下推出信息熵 H=为最大的概率分布,并讨论了熵的最大性、参数λ_r的唯一性及的数值计算方法.利用这个方法对一维连续随机变量 X,以它的一、二阶矩为约束条件,求出其最大熵的概率密度函数.

The article deals with a kind of probability variations.Under the binding condition 1,u=,information emtropy H=-is deri- ved as maximum probability distribution Meanwhile,it discusses the maximum emtropy,the singalarity of parameter λand the numerical solution of p value.B means of this solution,under the binding condition of the first and second moment of the continuous random variable,its maximum entropy and probability function have been obtained.