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arxiv: math/0212077 · v1 · submitted 2002-12-05 · 🧮 math.PR · math.ST· stat.TH

Limiting behavior of relative R\'enyi entropy in a non-regular location shift family

classification 🧮 math.PR math.STstat.TH
keywords behaviordistributionentropyfamilylimitingnon-regularprobabilityrelative
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We calculate the limiting behavior of relative Renyi entropy when the first probability distribution is close to the second one in a non-regular location-shift family which is generated by a probability distribution whose support is an interval or a half-line. This limit can be regarded as a generalization of Fisher information, and plays an important role in large deviation theory.

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