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Renyi's entropy and the probability of error

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2 Author(s)

The basic properties of Renyi's entropy are reviewed, and its concavity properties are characterized. New bounds (referred to asI_{alpha}bounds) on the probability of error are derived from Renyi's entropy and are compared with known bounds. It is proved that for the two-class case, theI_{2}bound is sharper than many of the previously known bounds. The difference between theI_{2}bound and the real value of the probability of error is at most 0.09.

Published in:

Information Theory, IEEE Transactions on  (Volume:24 ,  Issue: 3 )

Date of Publication:

May 1978

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