Evaluating Information Measures for the Gamma-order Multivariate Gaussian: Entropy Type Information Measures

The target of this paper is to study the introduced generalized entropy type measures of information and the γ-order generalized Gaussian (or hyper multivariate normal distribution), relative to it. This three parameter distribution plays an important role to the new generalized information measure and extends the well known normal distribution. For the γ-order generalized Gaussian the Kullback-Leibler information is evaluated, which is reduced to the well known for the normal distribution, when the generalized Gaussian is reduced to typical Gaussian distribution.