Estimators, escort probabilities, and phi-exponential families in statistical physics
Mathematical Physics
2011-11-09 v1 math.MP
Statistics Theory
Statistics Theory
Abstract
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 phi-exponential in the paper. Their dual structure is explored.
Cite
@article{arxiv.math-ph/0402005,
title = {Estimators, escort probabilities, and phi-exponential families in statistical physics},
author = {Jan Naudts},
journal= {arXiv preprint arXiv:math-ph/0402005},
year = {2011}
}
Comments
19 pages, LATEX