Page - 202 - in Differential Geometrical Theory of Statistics
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Entropy2016,18, 433
ADigression.
Let {
(Θj,Pj), j :=1,2
}
be statisticalmodels formeasurable sets {
(Ξj,Ωj), j :=1,2
}
.Weput
Θ=Θ1×Θ2,
(Ξ,Ω)=(Ξ1×Ξ2,Ω1×Ω2),
P=P1⊗P2.
The functionP isdefined inΘ×Ξby
P((θ1,θ2),(ξ1,ξ2))=P1(θ1,ξ1)P2(θ2,ξ2)
The integrationonΞ
isdefinedby∫
Ξ f((θ1,θ2),(ξ1,ξ2))d(ξ1,ξ2)= ∫
Ξ1×Ξ2 f((θ1,θ2),(ξ1,ξ2))dξ1dξ2.
Thusweget ∫
Ξ P[(θ1,θ2),(ξ1,ξ2)]dξ1dξ2= ∫
Ξ1×Ξ2 P1(θ1,ξ1)P2(θ2,ξ2)dξ1dξ2=1.
So (Θ,P) is a statisticalmodel for [Ξ1×Ξ2,Ω1×Ω2].
One is inposition toprove that everyEuclidean torusTm isa statisticalmodel for (Rm,β(Rm)).
AnotherConstruction.
Foreverypositive integermweconsiderpositive realnumbers
α1<α2< ...<αm
andthe real functionswhicharedefinedby
fj(θ,t)= sin2( t2θ
1+ t2 )cos2( θ
4 )e−t2+αjt2 (θ,t)∈E,
Fj(θ)= ∫ +∞
−∞ e−fj(θ,t)dt,
Pj(θ,t)= e−fj(θ,t)
Fj(θ) .
Nowweconsider the tangentbundleof them-dimensionalflat torusTTm,
T
m=S1×S1× ...×S1.
Let
(θ,t)= [(θ1,t1),(θ2,t2),...,(θm,tm)]∈TTm.
Weput
F(θ)= ∫
Rm e−∑ m
1 fj(θj,tj)dt1dt2...dtm,
P(θ,t)= e−∑ m
1 fj(θj,tj)
F(θ) .
The functionP(θ,t) satisfies the followingrequirements
202
Differential Geometrical Theory of Statistics
- Title
- Differential Geometrical Theory of Statistics
- Authors
- Frédéric Barbaresco
- Frank Nielsen
- Editor
- MDPI
- Location
- Basel
- Date
- 2017
- Language
- English
- License
- CC BY-NC-ND 4.0
- ISBN
- 978-3-03842-425-3
- Size
- 17.0 x 24.4 cm
- Pages
- 476
- Keywords
- Entropy, Coding Theory, Maximum entropy, Information geometry, Computational Information Geometry, Hessian Geometry, Divergence Geometry, Information topology, Cohomology, Shape Space, Statistical physics, Thermodynamics
- Categories
- Naturwissenschaften Physik