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

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.

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Year of publication:	1997
Authors:	de Souza, AndréM.C. ; Tsallis, Constantino
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 236.1997, 1, p. 52-57
Publisher:	Elsevier
Subject:	Generalized entropy \| Viriational principle \| Student's t-distribution \| r-distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011060378