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Minimisation de l’information de Kullback et maximisation de l’entropie sous une contrainte quadratique. (Kullback information minimization and entropy maximization under a quadratic constraint). (French) Zbl 0644.60020
Classical results concerning Kullback information minimization (or entropy maximization) under linear constraints are extended to quadratic constraints.

MSC:
60E99 Distribution theory
62E10 Characterization and structure theory of statistical distributions
94A17 Measures of information, entropy
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