MINIMUM -DIVERGENCE JOINT PROBABILITY DENSITY FUNCTION GIVEN PRIOR DENSITY FUNCTION AND MOMENTS
One of applied discussions in statistics is the estimation of probability density function. One of the issues relating to this subject, in recent years, is estimate probability density function through initial density function and information about moments. In this paper, we introduce minimum chi-square divergence principle for bivariate manner, in addition to, we denote the application of minimum chi-square divergence for determination of joint density function given prior density function and retail information about moments. Finally, all consequences are illustrated in detail, using a numerical example.
bivariate chi-square divergence, probability density function, exponential distribution, moment.