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Estimators, Escort Probabilities, and $\phi$-Exponential Families in Statistical Physics
Escort probability Lower bound of Cramer and Rao Generalized exponential family Statistical manifold Nonextensive thermostatistics
2008/7/1
The lower bound of Cramér and Rao is generalized to pairs of families of probability distributions, one of which is escort to the other. This bound is optimal for certain families, called -exponential...