Limiting behavior of relative R\'enyi entropy in a non-regular location shift family
classification
🧮 math.PR
math.STstat.TH
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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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