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We show that the R\'enyi entropy implies artificial biases not warranted bythe data and incorrect updating information due to the finite-size of the datadespite being additive. It is demonstrated that this is so because it does notconform to the system and subset independence axioms of Shore and Johnson. Wefinally show that the escort averaged constraints do not remedy the situation.

R\'enyi entropy yields artificial biases not in the data and incorrect updating due to the finite-size data