Generalized entropy-based criterion for consistent testing
- 1 August 1998
- journal article
- research article
- Published by American Physical Society (APS) in Physical Review E
- Vol. 58 (2) , 1442-1445
- https://doi.org/10.1103/physreve.58.1442
Abstract
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.Keywords
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