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math-ph2014
Large deviation estimates involving deformed exponential functions
Jan Naudts, Hiroki Suyari
We study large deviation properties of probability distributions with either a compact support or a fat tail by comparing them with q-deformed exponential distributions. Our main r…
math-ph2004★ 70 cited
Estimators, escort probabilities, and phi-exponential families in statistical physics
Jan Naudts
The lower bound of Cramer 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,…