Comment on "R\'enyi entropy yields artifficial biases not in the data and incorrect updating due to the infinite-size data"
Abstract
In their recent paper [Phys. Rev. E 99 (2019) 032134], T. Oikinomou and B. Bagci have argued that R\'enyi entropy is ill-suited for inference purposes because it is not consistent with the Shore Johnson axioms of statistical estimation theory. In this Comment we seek to clarify the latter statement by showing that there are several issues in OikinomouBagci reasonings which lead to erroneous conclusions. When all these issues are properly accounted for, no violation of Shore- Johnson axioms is found.
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