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Related papers: Complete monotonicity of some entropies

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It is well-known that the Shannon entropies of some parameterized probability distributions are concave functions with respect to the parameter. In this paper we consider a family of such distributions (including the binomial, Poisson, and…

Classical Analysis and ODEs · Mathematics 2015-12-09 Ioan Rasa

The paper extends the analysis of the entropies of the Poisson distribution with parameter $\lambda$. It demonstrates that the Tsallis and Sharma-Mittal entropies exhibit monotonic behavior with respect to $\lambda$, whereas two generalized…

Probability · Mathematics 2024-11-27 Dmitri Finkelshtein , Anatoliy Malyarenko , Yuliya Mishura , Kostiantyn Ralchenko

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 consider a family of probability distributions depending on a real parameter and including the binomial, Poisson and negative binomial distributions. The corresponding index of coincidence satisfies a Heun differential equation and is a…

Classical Analysis and ODEs · Mathematics 2018-01-17 Adina Barar , Gabriela Raluca Mocanu , Ioan Rasa

We consider two types of entropy, namely, Shannon and R\'{e}nyi entropies of the Poisson distribution, and establish their properties as the functions of intensity parameter. More precisely, we prove that both entropies increase with…

Information Theory · Computer Science 2024-03-15 Volodymyr Braiman , Anatoliy Malyarenko , Yuliya Mishura , Yevheniia Anastasiia Rudyk

We generalize the completely monotone conjecture ([CG15]) from Shannon entropy to the Tsallis entropy up for orders up to at least four. To this end, we employ the algorithm ([J\"un16, JM06a]) which employs the technique of systematic…

Analysis of PDEs · Mathematics 2022-12-20 Li-Chang Hung

Consider tossing a collection of coins, each fair or biased towards heads, and take the distribution of the total number of heads that result. It is natural to conjecture that this distribution should be 'more random' when each coin is…

Probability · Mathematics 2019-11-20 Erwan Hillion , Oliver Johnson

We consider the entropy of sums of independent discrete random variables, in analogy with Shannon's Entropy Power Inequality, where equality holds for normals. In our case, infinite divisibility suggests that equality should hold for…

Information Theory · Computer Science 2010-10-21 Oliver Johnson , Yaming Yu

This article proposes a new two-parameter generalized entropy, which can be reduced to the Tsallis and the Shannon entropy for specific values of its parameters. We develop a number of information-theoretic properties of this generalized…

Mathematical Physics · Physics 2024-05-02 Supriyo Dutta , Shigeru Furuichi , Partha Guha

Certain monotonicity properties of the Poisson approximation to the binomial distribution are established. As a natural application of these results, exact (rather than approximate) tests of hypotheses on an unknown value of the parameter…

Probability · Mathematics 2020-08-05 Iosif Pinelis

We present estimators for entropy and other functions of a discrete probability distribution when the data is a finite sample drawn from that probability distribution. In particular, for the case when the probability distribution is a joint…

comp-gas · Physics 2008-02-03 David H. Wolpert , David R. Wolf

Generalized entropies are studied as Lyapunov functions for the Master equation (Markov chains). Three basic properties of these Lyapunov functions are taken into consideration: universality (independence of the kinetic coefficients),…

Statistical Mechanics · Physics 2007-05-23 Pavel Gorban

We consider the indices of coincidence for the binomial, Poisson, and negative binomial distributions. They are related in a simple manner to the R\'{e}nyi entropy and Tsallis entropy. We investigate some families of Heun functions…

Classical Analysis and ODEs · Mathematics 2018-01-17 Adina Barar , Gabriela Raluca Mocanu , Ioan Rasa

We have presented a new axiomatic derivation of Shannon Entropy for a discrete probability distribution on the basis of the postulates of additivity and concavity of the entropy function.We have then modified shannon entropy to take account…

Quantum Physics · Physics 2007-05-23 C. G. Chakrabarti , Indranil Chakrabarty

The purpose of this note is to give the general solution of two functional equations connected to the Shannon entropy and also to the Tsallis entropy. As a result of this, we present the regular solution of these equations, as well.…

Classical Analysis and ODEs · Mathematics 2013-07-03 Eszter Gselmann

In this paper, we investigate the complete monotonicity of R\'enyi entropy along the heat flow. We confirm this property for the order of derivative up to $4$, when the order of R\'enyi entropy is in certain regimes. We also investigate…

Information Theory · Computer Science 2025-11-04 Hao Wu , Lei Yu , Laigang Guo

Shannon entropy for discrete distributions is a fundamental and widely used concept, but its continuous analogue, known as differential entropy, lacks essential properties such as positivity and compatibility with the discrete case. In this…

Probability · Mathematics 2025-08-07 Yuliya Mishura , Kostiantyn Ralchenko

In this paper, some general properties of Shannon information measures are investigated over sets of probability distributions with restricted marginals. Certain optimization problems associated with these functionals are shown to be…

Information Theory · Computer Science 2020-08-13 Mladen Kovačević , Ivan Stanojević , Vojin Šenk

The beta distribution is a two-parameter family of probability distributions whose distribution function is the (regularised) incomplete beta function. In this paper, the inverse incomplete beta function is studied analytically as…

Classical Analysis and ODEs · Mathematics 2017-10-27 Dimitris Askitis

We study convexity properties of R\'{e}nyi entropy as function of $\alpha>0$ on finite alphabets. We also describe robustness of the R\'{e}nyi entropy on finite alphabets, and it turns out that the rate of respective convergence depends on…

Probability · Mathematics 2021-03-09 Filipp Buryak , Yuliya Mishura
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