Generalized entropy-based criterion for consistent testing
Generalized entropy-based criterion for consistent testing
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DOI：
10.1103/physreve.58.1442
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发表时间：
1998-08-01
影响因子：
2.4
通讯作者：
Tsallis, C
中科院分区：
文献类型：
--
作者：
Tsallis, C
通过使用最近推出的，nonextensive，熵，我们推广Kullback和Leibler [安。22，79（1961）]，并研究其性质。这反过来又使得能够提出一个一致的标准来测试相关的假设，如随机变量的独立性。直接的应用程序被证明是可能的（物理，地球物理，经济和生物）时间序列。
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.