Faculty of economics, Trento University, 38100 Trento, Italy
Abstract:
The discrete maximum entropy (ME) probability distribution which can take on a finite number of values and whose first moments are assigned, is considered. The necessary and sufficient conditions for the existence of a maximum entropy solution are identical to the general ones for the finite moment problem. The entropy decreasing by adding one more moment is studied. Unstability of the distribution recovering is proved when an increasing number of moments is used.