9 research outputs found

    On the Gini–Simpson index and its generalisation—A historic note

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    Tsallis’ entropies — Axiomatics, associated f-divergences and Fisher’s information

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    In a previous paper, de Wet and Österreicher (2016) showed how Arimoto’s extended class of entropies generates a family of f-divergences leading to approximation results and finally to Fisher’s information in a limiting way. In the current paper, the so-called Tsallis class of entropies is used in a similar fashion to generate a new family of f-divergences with analogous properties. The approximation properties are proved in a form which significantly generalizes the corresponding results in the above mentioned paper

    On a class of perimeter-type distances of probability distributions

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    Statistical analysis and applications of log-optimal investments

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    A new class of metric divergences on probability spaces and its applicability in statistics

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    Dissimilarities, metric divergences, minimum distance estimators,

    On dimensioning of samples in testing hypotheses

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    Existence, uniqueness and evaluation of log-optimal investment portfolio

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    11. Quellen und Literatur

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