Statistical aspects of divergence measures (Q1096987)
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scientific article; zbMATH DE number 4032781
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical aspects of divergence measures |
scientific article; zbMATH DE number 4032781 |
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Statistical aspects of divergence measures (English)
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1987
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It is shown that some generalized divergence measures for experiments are isotonic functions with respect to the Blackwell order structure. Moreover, it is shown that Fisher's information can be obtained by derivating the divergence measures considered in the paper.
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Cramér-Rao inequality
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convexity
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monotonicity
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generalized divergence measures
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isotonic functions
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Blackwell order structure
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Fisher's information
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