Generalized entropy-based criterion for consistent testing

被引：211

作者：

Tsallis, C ^{[1
]}

机构：

[1] Ctr Brasileiro Pesquisas Fis, BR-22290180 Rio De Janeiro, Brazil

来源：

PHYSICAL REVIEW E | 1998年 / 58卷 / 02期

关键词：

D O I：

10.1103/PhysRevE.58.1442

中图分类号：

O35 [流体力学]; O53 [等离子体物理学];

学科分类号：

070204 ; 080103 ; 080704 ;

摘要：

Through the use of a recently introduced, nonextensive, entropy, we generalize that of Kullback and Leibler [Ann. Math. Stat. 22, 79 (1961)] and study its properties. This in turn enables the proposal of a consistent criterion for testing relevant hypotheses such as the independence of random variables. Straightforward applications are shown to be possible for (physical, geophysical, economic, and biological) time series.

引用

页码：1442 / 1445

页数：4

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