Title
Generalised exponential families and associated entropy functions Generalised exponential families and associated entropy functions
Author
Faculty/Department
Faculty of Sciences. Physics
Publication type
article
Publication
Subject
Physics
Source (journal)
Entropy: an international and interdisciplinary journal of entropy and information studies. - -
Volume/pages
10(2008) :3 , p. 131-149
ISSN
1099-4300
ISI
000264560800001
Carrier
E
Target language
English (eng)
Full text (Publishers DOI)
Affiliation
University of Antwerp
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.
Full text (open access)
https://repository.uantwerpen.be/docman/irua/685d4a/ee620e85.pdf
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