Abstract
It is shown that the probability distributions of a generalised exponential family still satisfy a maximum entropy principle and a variational principle. A definition is given of a deformed Fisher information and a version of the Cramer-Rao theorem is proved.
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Naudts, J. (2011). General Entropies. In: Generalised Thermostatistics. Springer, London. https://doi.org/10.1007/978-0-85729-355-8_11
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DOI: https://doi.org/10.1007/978-0-85729-355-8_11
Publisher Name: Springer, London
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