M. S. Çadırcı

Entropy-Based Goodness-of-Fit Tests for Generalized $\kappa$ -Gaussian Distributions

We introduce this class of multivariate Kappa-Gaussian distributions by maximizing a type of Kaniadakis $\kappa$ entropy subject to certain first- and second-moment constraints. This differs slightly from the approach of R\'enyi and Tsallis, because the $\kappa$-entropy arises from a relativity-consistent deformation o...