Estimators, escort probabilities, and phi-exponential families in statistical physics

Details Estimators, escort probabilities, and phi-exponential families in statistical physics Estimators, escort probabilities, and phi-exponential families in statistical physics

2004-02-04

arxiv.org/abs/math-ph/0402005v1

Physics

Mathematical Physics

19 pages, LATEX

Scientific paper

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, called phi-exponential in the paper. Their dual
structure is explored.

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