Estimators, Escort Probabilities, and Φ-exponential Families in Statistical Physics
نویسندگان
چکیده
The lower bound of Cramér and Rao is generalized to pairs of families of probability distributions, one of which is escort to the other. This bound is optimal for certain families, called φ-exponential in the paper. Their dual structure is explored. They satisfy a variational principle with respect to an appropriately chosen entropy functional, which is the dual of a free energy functional.
منابع مشابه
ar X iv : m at h - ph / 0 40 20 05 v 1 4 F eb 2 00 4 Estimators , escort probabilities , and φ - exponential families in statistical physics
The lower bound of Cramer and Rao is generalized to pairs of families of probability distributions, one of which is escort to the other. This bound is optimal for certain families, called φ-exponential in the paper. Their dual structure is explored.
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تاریخ انتشار 2004