Some informational inequalities involving generalized trigonometric functions and a new class of generalized moments
In this work, we define a family of probability densities involving the generalized trigonometric functions defined by Dr\'abek and Man\'asevich, we name Generalized Trigonometric Densities. We show their relationship with the generalized stretched Gaussians and other types of laws such as...
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Zusammenfassung: | In this work, we define a family of probability densities involving the
generalized trigonometric functions defined by Dr\'abek and Man\'asevich, we
name Generalized Trigonometric Densities. We show their relationship with the
generalized stretched Gaussians and other types of laws such as logistic,
hyperbolic secant, and raised cosine probability densities. We prove that, for
a fixed generalized Fisher information, this family of densities is of minimal
R\'enyi entropy. Moreover, we introduce generalized moments via the mean of the
power of a deformed cumulative distribution. The latter is defined as a
cumulative of the power of the probability density function, this second
parameter tuning the tail weight of the deformed cumulative distribution. These
generalized moments coincide with the usual moments of a deformed probability
distribution with a regularized tail. We show that, for any bounded probability
density, there exists a critical value for this second parameter below which
the whole subfamily of generalized moments is finite for any positive value of
the first parameter (power of the moment). In addition, we show that such
generalized moments satisfy remarkable properties like order relation w.r.t.
the first parameter, or adequate scaling behavior. Finally, we highlight that,
if we constrain such a generalized moment, both the R\'enyi entropy and
generalized Fisher information achieve respectively their maximum and minimum
for the generalized trigonometric densities. |
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DOI: | 10.48550/arxiv.2410.24141 |