Title :
Law of error in Tsallis statistics
Author :
Suyari, Hiroki ; Tsukada, Makoto
Author_Institution :
Dept. of Inf. & Image Sci., Chiba Univ., Japan
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;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.2004.840862