On the maximum entropy principle and the minimization of the Fisher information in Tsallis statistics
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Publication:3650872
DOI10.1063/1.3063640zbMATH Open1189.82007arXiv1001.1383OpenAlexW1969859661MaRDI QIDQ3650872FDOQ3650872
Authors: Shigeru Furuichi 
Publication date: 7 December 2009
Published in: Journal of Mathematical Physics (Search for Journal in Brave)
Abstract: We give a new proof of the theorems on the maximum entropy principle in Tsallis statistics. That is, we show that the -canonical distribution attains the maximum value of the Tsallis entropy, subject to the constraint on the -expectation value and the -Gaussian distribution attains the maximum value of the Tsallis entropy, subject to the constraint on the -variance, as applications of the nonnegativity of the Tsallis relative entropy, without using the Lagrange multipliers method. In addition, we define a -Fisher information and then prove a -Cram'er-Rao inequality that the -Gaussian distribution with special -variances attains the minimum value of the -Fisher information.
Full work available at URL: https://arxiv.org/abs/1001.1383
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Cited In (20)
- Cramér-Rao lower bounds arising from generalized Csiszár divergences
- An axiomatic characterization of a two-parameter extended relative entropy
- Fisher information and its extensions based on infinite mixture density functions
- Maximum Entropy Reconstruction Using Derivative Information, Part 1: Fisher Information and Convex Duality
- Generalized wavelet Fisher's information of \(1 / f^\alpha\) signals
- Some properties of generalized Fisher information in the context of nonextensive thermostatistics
- Geometry of \(q\)-exponential family of probability distributions
- Projective power entropy and maximum Tsallis entropy distributions
- Deriving partition functions and entropic functionals from thermodynamics
- Geometry of distributions associated with Tsallis statistics and properties of relative entropy minimization
- Escort evolutionary game theory
- Tsallis’ entropies — axiomatics, associated f -divergences and Fisher’s information
- Inequalities for Tsallis relative entropy and generalized skew information
- The unique non self-referential \(q\)-canonical distribution and the physical temperature derived from the maximum entropy principle in Tsallis statistics
- Entropy, Fisher Information and Variance with Frost-Musulin Potenial
- Entropy -- a tale of ice and fire. (Review of some exceptional Tsallis indexes)
- Inequalities related to some types of entropies and divergences
- On a (\(\beta, q)\)-generalized Fisher information and inequalities involving \(q\)-Gaussian distributions
- The confidence interval of q-Gaussian distributions
- Law of Error in Tsallis Statistics
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