  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 Oikinomou{Bagci reasonings which lead
to erroneous conclusions. When all these issues are properly accounted for, no
violation of Shore- Johnson axioms is found.
