Generalised Exponential Families and Associated Entropy Functions

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 CramÂÂ...

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Главный автор:	Jan Naudts
Формат:	Artigo
Язык:	Inglês
Опубликовано:	MDPI AG 2008-07-01
Серии:	Entropy
Предметы:	generalised entropy maximum entropy principle variational principle generalised exponential family Bregman divergence generalised Fisher information escort probability.
Online-ссылка:	http://www.mdpi.com/1099-4300/10/3/131/
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