Abstract
Kullback-Leibler relative-entropy, in cases involving distributions resulting
from relative-entropy minimization, has a celebrated property reminiscent of
squared Euclidean distance: it satisfies an analogue of the Pythagoras'
theorem. And hence, this property is referred to as Pythagoras' theorem of
relative-entropy minimization or triangle equality and plays a fundamental role
in geometrical approaches of statistical estimation theory like information
geometry. Equvalent of Pythagoras' theorem in the generalized nonextensive
formalism is established in (Dukkipati at el., Physica A, 361 (2006) 124-138).
In this paper we give a detailed account of it.
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