D.V. Gokhale

Department of Statistics, University of California, Riverside, CA 92521, USA
Tel. (909) 787-3775, Fax (909)787-3286 (Attn. Prof. Gokhale),
E-mail: [email protected]

Received: 19 March 1999 / Accepted: 30 April 1999 / Published: 5 May 1999

Abstract: It is shown that if the conditional densities of a bivariate random variable have maximum entropies, subject to certain constraints, then the bivariate density also maximizes entropy, subject to appropriate constraints. Some examples are discussed.

Keywords: joint and conditional entropies; maximum entropy subject to constraints.