Distributions of abundances or frequencies play an important role in many fields of science, from biology to sociology, as does the Rényi entropy, which measures the diversity of a statistical ensemble. We derive a mathematical relation between the abundance distribution and the Rényi entropy, by analogy with the equivalence of ensembles in thermodynamics. The abundance distribution is mapped onto the density of states, and the Rényi entropy to the free energy. The two quantities are related in the thermodynamic limit by a Legendre transform, by virtue of the equivalence between the micro-canonical and canonical ensembles. In this limit, we show how the Rényi entropy can be constructed geometrically from rank-frequency plots. This mapping predicts that non-concave regions of the rank-frequency curve should result in kinks in the Rényi entropy as a function of its order. We illustrate our results on simple examples, and emphasize the limitations of the equivalence of ensembles when a thermodynamic limit is not well defined. Our results help choose reliable diversity measures based on the experimental accuracy of the abundance distributions in particular frequency ranges.