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We explore an asymptotic behavior of R\'enyi entropy along convolutions in the central limit theorem with respect to the increasing number of i.i.d. summands. In particular, the problem of monotonicity is addressed under suitable moment…

Probability · Mathematics 2018-03-01 Sergey G. Bobkov , Arnaud Marsiglietti

Formalising the confrontation of opinions (models) to observations (data) is the task of Inferential Statistics. Information Theory provides us with a basic functional, the relative entropy (or Kullback-Leibler divergence), an asymmetrical…

Information Theory · Computer Science 2015-03-13 François Bavaud

Entropy is a measure of self-information which is used to quantify losses. Entropy was developed in thermodynamics, but is also used to compare probabilities based on their deviating information content. Corresponding model uncertainty is…

Probability · Mathematics 2018-01-23 Alois Pichler , Ruben Schlotter

This work presents novel and powerful tests for comparing non-proportional hazard functions, based on sample-space partitions. Right censoring introduces two major difficulties which make the existing sample-space partition tests for…

Methodology · Statistics 2021-03-16 Malka Gorfine , Matan Schlesinger , Li Hsu

In many applications, the probability density function is subject to experimental errors. In this work the continuos dependence of a class of generalized entropies on the experimental errors is studied. This class includes the C. Shannon,…

Data Analysis, Statistics and Probability · Physics 2016-05-20 György Steinbrecher , Giorgio Sonnino

The entropy is one of the most applicable uncertainty measures in many statistical and en- gineering problems. In statistical literature, the entropy is used in calculation of the Kullback- Leibler (KL) information which is a powerful mean…

Computation · Statistics 2011-06-10 Morteza Amini , M. Mehdizadeh , N. R. Arghami

Entropy and relative or cross entropy measures are two very fundamental concepts in information theory and are also widely used for statistical inference across disciplines. The related optimization problems, in particular the maximization…

Statistics Theory · Mathematics 2021-06-18 Abhik Ghosh , Ayanendranath Basu

We evaluate the asymptotics of equivocations, their exponents as well as their second-order coding rates under various R\'{e}nyi information measures. Specifically, we consider the effect of applying a hash function on a source and we…

Information Theory · Computer Science 2016-07-06 Masahito Hayashi , Vincent Y. F. Tan

This study examines sharp bounds on Arimoto's conditional R\'enyi entropy of order $\beta$ with a fixed another one of distinct order $\alpha \neq \beta$. Arimoto inspired the relation between the R\'enyi entropy and the $\ell_{r}$-norm of…

Information Theory · Computer Science 2020-08-24 Yuta Sakai , Ken-ichi Iwata

This paper gives improved R\'{e}nyi entropy power inequalities (R-EPIs). Consider a sum $S_n = \sum_{k=1}^n X_k$ of $n$ independent continuous random vectors taking values on $\mathbb{R}^d$, and let $\alpha \in [1, \infty]$. An R-EPI…

Information Theory · Computer Science 2016-07-21 Eshed Ram , Igal Sason

We calculate and analyze various entropy measures and their properties for selected probability distributions. The entropies considered include Shannon, R\'enyi, generalized R\'enyi, Tsallis, Sharma-Mittal, and modified Shannon entropy,…

Information Theory · Computer Science 2024-11-26 Iryna Bodnarchuk , Yuliya Mishura , Kostiantyn Ralchenko

We calculate the R\'enyi entropy of a positive integer order $M$ for a reduced density matrix of a single-level quantum dot connected to left and right leads. We exploit a $2 \times 2$ modified Keldysh Green function matrix obtained by the…

Mesoscale and Nanoscale Physics · Physics 2015-10-27 Yasuhiro Utsumi

Properties of scalar quantization with $r$th power distortion and constrained R\'enyi entropy of order $\alpha\in (0,1)$ are investigated. For an asymptotically (high-rate) optimal sequence of quantizers, the contribution to the R\'enyi…

Information Theory · Computer Science 2012-03-27 Wolfgang Kreitmeier , Tamas Linder

We consider the maximum entropy problems associated with R\'enyi $Q$-entropy, subject to two kinds of constraints on expected values. The constraints considered are a constraint on the standard expectation, and a constraint on the…

Information Theory · Computer Science 2008-12-18 Jean-François Bercher

In this paper we test the composite hypothesis that lifetimes follow an exponential distribution based on observed randomly right censored data. Testing this hypothesis is complicated by the presence of this censoring, due to the fact that…

Methodology · Statistics 2020-11-10 E. Bothma , J. S. Allison , M. Cockeran , I. J. H. Visagie

We consider a bipartite quantum conductor and discuss the joint probability distribution of particle number in a subsystem and the self-information associated with the reduced density matrix of the subsystem. By extending the multi-contour…

Mesoscale and Nanoscale Physics · Physics 2017-08-16 Yasuhiro Utsumi

This paper deals with measuring the Bayesian robustness of classes of contaminated priors. Two different classes of priors in the neighborhood of the elicited prior are considered. The first one is the well-known $\epsilon$-contaminated…

Statistics Theory · Mathematics 2021-02-18 Luai Al-Labadi , Ce Wang

There are no universally accepted definitions of R\'enyi conditional entropy and R\'enyi mutual information, although motivated by different applications, several definitions have been proposed in the literature. In this paper, we consider…

Information Theory · Computer Science 2025-11-05 Shi-Bing Li , Ke Li , Lei Yu

We introduce a kernel-based goodness-of-fit test for censored data, where observations may be missing in random time intervals: a common occurrence in clinical trials and industrial life-testing. The test statistic is straightforward to…

Methodology · Statistics 2018-10-11 Tamara Fernández , Arthur Gretton

We investigate the R\'enyi entropy of independent sums of integer valued random variables through Fourier theoretic means, and give sharp comparisons between the variance and the R\'enyi entropy, for Poisson-Bernoulli variables. As…

Probability · Mathematics 2024-03-19 Mokshay Madiman , James Melbourne , Cyril Roberto