A closed-form expression for the Sharma–Mittal entropy of exponential families

Nielsen, Frank; Nock, Richard

doi:10.1088/1751-8113/45/3/032003

Public

A closed-form expression for the Sharma–Mittal entropy of exponential families

Published in Journal of Physics A Mathematical and Theoretical • Dec 19, 2011

Authors:

Frank Nielsen

Richard Nock

Abstract

The Sharma–Mittal entropies generalize the celebrated Shannon, Rényi and Tsallis entropies. We report a closed-form formula for the Sharma–Mittal entropies and relative entropies for arbitrary exponential family distributions. We explicitly instantiate the formula for the case of the multivariate Ga...

Subject

Mathematics

Exponential function

Entropy (arrow of time)

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