Optimal guessing under nonextensive framework and associated moment bounds

DOI10.1016/J.SPL.2023.109812MaRDI QIDQ6165367zbMATH OpenOpenAlexFDO

Authors Abhik Ghosh

Publication date 4 July 2023

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1905.07729

zbMATH Keywords

logarithmic super divergence\(q\)-normalized expectationlogarithmic norm entropyrelative \((\alpha, \beta)\)-entropyuncertain source

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Measures of information, entropy (94A17) Foundations of probability theory (60A99)

Abstract: We consider the problem of guessing the realization of a random variable but under more general Tsallis' non-extensive entropic framework rather than the classical Maxwell-Boltzman-Gibbs-Shannon framework. We consider both the conditional guessing problem in the presence of some related side information, and the unconditional one where no such side-information is available. For both types of the problem, the non-extensive moment bounds of the required number of guesses are derived; here we use the $q$-normalized expectation in place of the usual (linear) expectation to define the non-extensive moments. These moment bounds are seen to be a function of the logarithmic norm entropy measure, a recently developed two-parameter generalization of the Renyi entropy, and hence provide their information theoretic interpretation. We have also considered the case of uncertain source distribution and derived the non-extensive moment bounds for the corresponding mismatched guessing function. These mismatched bounds are interestingly seen to be linked with an important robust statistical divergence family known as the relative $$-entropies; similar link is discussed between the optimum mismatched guessing with the extremes of these relative entropy measures.

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Cited in

(3)

• Bounds on entropy in a guessing game
• Guesswork and Entropy
• Optimally and computations for relative surprise inferences

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