On the continuity of the minimal -entropy
In the paper it is shown that exponential families of probabilities have the quadratic derivative of the likelihood ratio, and explicit formulas for this derivative are derived.
The purpose of this paper is to study the asymptotic choice between two models {F(x|α), α ∈ A ⊆ R} and {G(x|β), β ∈ B ⊆ R}, A and B being intervals but such that for (α0, β0}, and only for this pair, we have F(x|α0) = G(x|β0).