Dear R-Users,
I have the CDF of a discrete probability distribution. I now observe a
change in this CDF at one point. I would like to find a new CDF such that
it has the shortest Kullback-Leibler Distance to the original CDF and
respects my new observation. Is there an existing package in R which will
let me do this ?
Google searches based on entropy revealed nothing.
Kind regards,
Tolga
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