Mutual information is one of the essential building blocks of information theory. It is however only finitely defined for distributions in a subclass of the general class of all distributions on a joint alphabet. The unboundedness of mutual information prevents its potential utility from being extended to the general class. This is in fact a void in the foundation of information theory that needs to be filled. This article proposes a family of generalized mutual information whose members are indexed by a positive integer n, with the nth member being the mutual information of nth order. The mutual information of the first order coincides with Shannon’s, which may or may not be finite. It is however established (a) that each mutual information of an order greater than 1 is finitely defined for all distributions of two random elements on a joint countable alphabet, and (b) that each and every member of the family enjoys all the utilities of a finite Shannon’s mutual information.

During the last few decades, research activity in modeling the properties of random systems via entropies has grown noticeably across a wide spectrum of fields [...]

Inspired by the development in modern data science, a shift is increasingly visible in the foundation of statistical inference, away from a real space, where random variables reside, toward a nonmetrized and nonordinal alphabet, where more general random elements reside. While statistical inferences based on random variables are theoretically well supported in the rich literature of probability and statistics, inferences on alphabets, mostly by way of various entropies and their estimation, are less systematically supported in theory. Without the familiar notions of neighborhood, real or complex moments, tails, et cetera, associated with random variables, probability and statistics based on random elements on alphabets need more attention to foster a sound framework for rigorous development of entropy-based statistical exercises. In this article, several basic elements of entropic statistics are introduced and discussed, including notions of general entropies, entropic sample spaces, entropic distributions, entropic statistics, entropic multinomial distributions, entropic moments, and entropic basis, among other entropic objects. In particular, an entropic-moment-generating function is defined and it is shown to uniquely characterize the underlying distribution in entropic perspective, and, hence, all entropies. An entropic version of the Glivenko–Cantelli convergence theorem is also established.

A generalized notion of species richness is introduced. The generalization embeds the popular index of species richness on the boundary of a family of diversity indices each of which is the number of species in the community after a small proportion of individuals belonging to the least minorities is trimmed. It is established that the generalized species richness indices satisfy a weak version of the usual axioms for diversity indices, are qualitatively robust against small perturbations in the underlying distribution, and are collectively complete with respect to all information of diversity. In addition to a natural plug-in estimator of the generalized species richness, a bias-adjusted estimator is proposed, and its statistical reliability is gauged via bootstrapping. Finally an ecological example and supportive simulation results are given.