On scale and concentration invariance in entropies

Authors:
Luc Knockaert
Affiliations:
Department of Information Technology, IMEC-INTEC, St. Pietersnieuwstraat 41, B-9000 Gent, Belgium
Venue:
Information Sciences: an International Journal
Year:
2003

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Abstract

Rényi entropies are compared to generalized log-Fisher information and variational entropies in the context of translation, scale and concentration invariance. It is proved that the Rényi entropies occupy a special place amongst these entropies. It is also shown that Shannon entropy is centrally positioned amidst the Rényi entropies.