Language selection

Government of Canada / Gouvernement du Canada

Search

Risk, entropy, and the transformation of distributions / by R. Mark Reesor and Don L. McLeish.: FB3-2/102-11E

Cover image

The exponential family, relative entropy, and distortion are methods of transforming probability distributions. We establish a link between those methods, focusing on the relation between relative entropy and distortion.--Abstract

Permanent link to this Catalogue record:
publications.gc.ca/pub?id=9.615976&sl=0

Publication information
Department/Agency
  • Bank of Canada.
TitleRisk, entropy, and the transformation of distributions / by R. Mark Reesor and Don L. McLeish.
Series title
  • Working paper 1192-5434 2002-11
Publication typeMonograph - View Master Record
Language[English]
FormatPhysical text
Other formatsDigital text-[English]
Note(s)
  • "The exponential family, relative entropy, and distortion are methods of transforming probability distributions. We establish a link between those methods, focusing on the relation between relative entropy and distortion."--Abstract.
  • Résumés en français
Publishing information
  • Ottawa - Ontario : Bank of Canada 2002.
BindingSoftcover
Descriptionv, 34p. : graphs, references, tables ; 28 cm.
ISSN1192-5434
Catalogue number
  • FB3-2/102-11E
Subject terms
Request alternate formats
To request an alternate format of a publication, complete the Government of Canada Publications email form. Use the form’s “question or comment” field to specify the requested publication.

Page details

Report a problem or mistake on this page
Date modified: