Two generalizations of Fisher's information matrix (Q1113234)
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scientific article; zbMATH DE number 4080627
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Two generalizations of Fisher's information matrix |
scientific article; zbMATH DE number 4080627 |
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Two generalizations of Fisher's information matrix (English)
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1985
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Two matrices are obtained such that Fisher's information matrix is a limiting case of each and each of these matrices enables us to discriminate between two probability distributions of a family for which the parameters differ by infinitesimal amounts.
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Fisher information matrix
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Kullback-Leibler measure of directed divergence
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symmetric divergence
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Csiszar measure of directed divergence
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