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- W31414205 abstract "The conflation of a finite number of probability distributions P_1,..., P_n is a consolidation of those distributions into a single probability distribution Q=Q(P_1,..., P_n), where intuitively Q is the conditional distribution of independent random variables X_1,..., X_n with distributions P_1,..., P_n, respectively, given that X_1= ... =X_n. Thus, in large classes of distributions the conflation is the distribution determined by the normalized product of the probability density or probability mass functions. Q is shown to be the unique probability distribution that minimizes the loss of Shannon Information in consolidating the combined information from P_1,..., P_n into a single distribution Q, and also to be the optimal consolidation of the distributions with respect to two minimax likelihood-ratio criteria. When P_1,..., P_n are Gaussian, Q is Gaussian with mean the classical weighted-mean-squares reciprocal of variances. A version of the classical convolution theorem holds for conflations of a large class of a.c. measures." @default.
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- W31414205 date "2008-08-14" @default.
- W31414205 modified "2023-09-27" @default.
- W31414205 title "Conflations of Probability Distributions: An Optimal Method for Consolidating Data from Different Experiments" @default.
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