Generalised exponential families and associated entropy functions
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Publication:845355
DOI10.3390/ENTROPY-E10030131zbMATH Open1179.94048arXiv0803.0104OpenAlexW3104264842MaRDI QIDQ845355FDOQ845355
Publication date: 29 January 2010
Published in: Entropy (Search for Journal in Brave)
Abstract: A generalised notion of exponential families is introduced. It is based on the variational principle, borrowed from statistical physics. It is shown that inequivalent generalised entropy functions lead to distinct generalised exponential families. The well-known result that the inequality of Cramer and Rao becomes an equality in the case of an exponential family can be generalised. However, this requires the introduction of escort probabilities.
Full work available at URL: https://arxiv.org/abs/0803.0104
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Cited In (36)
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