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Results on the solutions of maximum weighted Renyi entropy problems

Published 26 Oct 2015 in cs.IT, math.IT, and math.PR | (1510.07461v1)

Abstract: In this paper, following standard arguments, the maximum Renyi entropy problem for the weighted case is analyzed. We verify that under some constrains on weight function, the Student-r and Student-t distributions maximize the weighted Renyi entropy. Furthermore, an extended version of the Hadamard inequality is derived.

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