Publication
Title
Generalised exponential families and associated entropy functions
Author
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 Cram´er and Rao becomes an equality in the case of an exponential family can be generalised. However, this requires the introduction of escort probabilities.
Language
English
Source (journal)
Entropy: an international and interdisciplinary journal of entropy and information studies. - -
Publication
2008
ISSN
1099-4300
Volume/pages
10:3(2008), p. 131-149
ISI
000264560800001
Full text (Publisher's DOI)
Full text (open access)
UAntwerpen
Faculty/Department
Research group
Publication type
Subject
Affiliation
Publications with a UAntwerp address
External links
Web of Science
Record
Identification
Creation 19.05.2009
Last edited 02.08.2017
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