Student's t- and r-distributions: Unified derivation from an entropic variational principle

AndréM.C. de Souza and Constantino Tsallis

Physica A: Statistical Mechanics and its Applications, 1997, vol. 236, issue 1, 52-57

Abstract: The optimization of the recently generalized entropy of the form Sq ≡ 1 − ∝dx[p(x)]q∼/(q−1) with the constraints ∝dxp(x) = 1 and 〈x2〉q ≡ ∝dxx2[p(x)]q = 1 yields the Student's t-distribution for q > 1, and the r-distribution for q < 1.

Keywords: Generalized entropy; Viriational principle; Student's t-distribution; r-distribution (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (9)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:236:y:1997:i:1:p:52-57

DOI: 10.1016/S0378-4371(96)00395-0

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