A utility-based approach to some information measures

DOI10.3390/e9010001zbMath1135.94315OpenAlexW2171872837MaRDI QIDQ925767

Jinggang Huang, Craig Friedman, Sven Sandow

Publication date: 22 May 2008

Published in: Entropy (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/e9010001

zbMATH Keywords

decision theoryexpected utilityTsallis entropygeneralized entropystatistical learningprobability estimationgeneralized Kullback-Leibler relative entropyhorse racerisk neutral pricing measure

Mathematics Subject Classification ID

Measures of information, entropy (94A17) Statistical aspects of information-theoretic topics (62B10)

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