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