Convergence of the iterative proportional fitting procedure

In this paper we give a proof of convergence of the iterative proportional fitting procedures (IPFP). The IPFP has been proposed by Deming and Stephan (1940) to estimate cell probabilities in contingency tables subject to certain marginal constraints. A proof of convergence has been given in the finite discrete case by several authors around 1970. The convergence properties of the IPFP in the general (non-discrete) case remained an open problem since then. (orig.)Available from TIB Hannover: RO 7057(1993,4) / FIZ - Fachinformationszzentrum Karlsruhe / TIB - Technische InformationsbibliothekSIGLEDEGerman