GENERALIZED MEASURE OF UNCERTAINTY AND THE MAXIMIZABLE ENTROPY
Abstract
For a random variable x we can define a variational relationship with practical physical meaning as , where I is the uncertainty measure. With the help of a generalized definition of expectation,
, we can find the concrete forms of the maximizable entropies for any given probability distribution function, where g({pi}) may have different forms for different statistical methods which include the extensive and non-extensive statistics. Moreover, it is pointed out that this generalized uncertainty measure is valid not only for thermodynamic systems but also for non-thermodynamic systems.