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Another step is to develop a small-sample correction.
[edit] Cumulative probability distribution (CDF)
The cumulative probability distribution for the q-exponential function in (3) (Tsallis 2004:8) is
(11), with
(12) where for
, p(x) is not normalizable.
Thus, q cannot be fitted for a range at or above 2.
[edit] References
Tsallis, Constantino. 2004. Nonextensive Statistical Mechanics: Construction and Physical Interpretation. Chapter 1, in Murray Gell-Mann and Constantino Tsallis, Nonextensive Entropy: Interdisciplinary Applications pp. 1-53.
[edit] See also
http://www.scholarpedia.org/article/Kolmogorov-Sinai_entropy Dynamical entropy
