Estimators, escort probabilities, and phi-exponential families in\n statistical physics

2004/02/04 by Jan Naudts, Naudts, Jan · 4 citations
Computer Science · Mathematics · Physics and Astronomy · #62H12 #82B30 #Advanced Statistical Methods and Models #Bayesian Methods and Mixture Models #Bayesian Modeling and Causal Inference #FOS: Mathematics #FOS: Physical sciences #Mathematical Physics (math-ph) #Statistical Mechanics and Entropy #Statistics Theory (math.ST)

paper · pdf · doi:10.48550/arxiv.math-ph/0402005

openalex publication_date 2004/02/04 · openalex created_date 2019/06/27 · openalex updated_date 2026/07/28

Abstract

The lower bound of Cramer and Rao is generalized to pairs of families of\nprobability distributions, one of which is escort to the other. This bound is\noptimal for certain families, called phi-exponential in the paper. Their dual\nstructure is explored.\n

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