• DocumentCode
    1216987
  • Title

    Law of error in Tsallis statistics

  • Author

    Suyari, Hiroki ; Tsukada, Makoto

  • Author_Institution
    Dept. of Inf. & Image Sci., Chiba Univ., Japan
  • Volume
    51
  • Issue
    2
  • fYear
    2005
  • Firstpage
    753
  • Lastpage
    757
  • Abstract
    In order to theoretically explain the ubiquitous existence of power-law behavior such as chaos and fractals in nature, Tsallis entropy has been successfully applied to the generalization of the traditional Boltzmann-Gibbs statistics, the fundamental information measure of which is Shannon entropy. Tsallis entropy Sq is a one-parameter generalization of Shannon entropy S1 in the sense that limq→1Sq=S1. The generalized statistics using Tsallis entropy are referred to as Tsallis statistics. In order to present the law of error in Tsallis statistics as a generalization of Gauss´ law of error and prove it mathematically, we apply the new multiplication operation determined by q-logarithm and q-exponential, the fundamental functions in Tsallis statistics, to the definition of the likelihood function in Gauss´ law of error. The present maximum-likelihood principle (MLP) leads us to determine the so-called q-Gaussian distribution, which coincides with one of the Tsallis distributions derived from the maximum entropy principle for Tsallis entropy under the second moment constraint.
  • Keywords
    Gaussian distribution; exponential distribution; maximum entropy methods; maximum likelihood estimation; Gauss law; Tsallis entropy; Tsallis statistics; information measure; law of error; maximum entropy principle; maximum-likelihood principle; multiplication operation; one-parameter generalization Shannon entropy; power-law; q-Gaussian distribution; q-exponential; q-logarithm; Chaotic communication; Entropy; Error analysis; Fractals; Gaussian processes; Information theory; Memoryless systems; Reliability theory; Statistical distributions; Statistics;
  • fLanguage
    English
  • Journal_Title
    Information Theory, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9448
  • Type

    jour

  • DOI
    10.1109/TIT.2004.840862
  • Filename
    1386547