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Entropy2016,18, 421
Restrictingattentionnowto r,s∈{1,2}, aswemay,andrequiringm≥ s so thatF[m−s](μ)givenby(4)
isdefined, (8)gives:
ε [m]
1,1(μ)=∑ ∞
x=m+1xp(x)=μ∑ ∞
x=mp(x)=μ{1−F[m−1](μ)},
ε [m]
2,1(μ)=∑ ∞
x=m+1(x+1)p(x)= ε [m]
1,1(μ)+{1−F[m](μ)},
ε [m]
1,2(μ)=∑ ∞
x=m+1x 2p(x)=∑∞x=m+1{x(x−1)+x}p(x)
=μ2{1−F[m−2](μ)}+ε[m]1,1(μ)
and:
ε [m]
2,2(μ)=∑ ∞
x=m+1(x+1)
2p(x)=∑∞x=m+1{x2+(x+1)+x}p(x)
= ε [m]
1,2(μ)+ε [m]
2,1(μ)+ε [m]
1,1(μ).
Accordingly, for given μ, each ε[m]r,s (μ)decreases strictly to zerowithmproviding—to anydesired
accuracy—truncateandboundapproximations foreachofν,τ, andρ. In thisconnection,wenote that
theupper tailprobabilities involvedherecanbeboundedbystandardChernoffarguments.
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342
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