Expectation Values and Variance Based on Lp-Norms

Entropy

关键词: expectation values;    variance;    optimization;    fitting methods;    L^p norms;    time series analysis;   

DOI  :  10.3390/e14122375

来源: mdpi

【 摘 要 】

This analysis introduces a generalization of the basic statistical concepts of expectation values and variance for non-Euclidean metrics induced by -normed expectation values and their variance are flexible to analyze new phenomena that cannot be described under the notions of classical statistics based on Euclidean norms. The new statistical approach provides insights into regression theory and Statistical Physics. Several illuminating examples are examined.

【 授权许可】

CC BY   
© 2012 by the author; licensee MDPI, Basel, Switzerland.