publication . Other literature type . Article . 1968

Approximating discrete probability distributions with dependence trees

C. Chow; C. Liu;
  • Published: 01 May 1968
  • Publisher: Institute of Electrical and Electronics Engineers (IEEE)
Abstract
A method is presented to approximate optimally an n -dimensional discrete probability distribution by a product of second-order distributions, or the distribution of the first-order tree dependence. The problem is to find an optimum set of n - 1 first order dependence relationship among the n variables. It is shown that the procedure derived in this paper yields an approximation of a minimum difference in information. It is further shown that when this procedure is applied to empirical observations from an unknown distribution of tree dependence, the procedure is the maximum-likelihood estimate of the distribution.
Subjects
free text keywords: Compound probability distribution, Mathematics, Marginal distribution, Heavy-tailed distribution, Geometric distribution, Symmetric probability distribution, Combinatorics, Joint probability distribution, Probability distribution, Inverse-chi-squared distribution
Powered by OpenAIRE Open Research Graph
Any information missing or wrong?Report an Issue
publication . Other literature type . Article . 1968

Approximating discrete probability distributions with dependence trees

C. Chow; C. Liu;