Approximating discrete probability distributions
H. H. Ku, Solomon Kullback · IEEE Transactions on Information Theory · 1969
The method of minimum discrimination information estimation is applied to the problem of estimating ann-dimensional discrete probability distribution in terms of lower order marginal distributions. The procedure provides a convergent iterative algorithm. The method yields regular best asymptotically normal (RBAN) estimates. The general procedure includes as a particular case that proposed by a method using dependence trees. An example is given.