Statistical aspects of divergence measures

DOI10.1016/0378-3758(87)90063-2zbMath0634.62004OpenAlexW1978969504MaRDI QIDQ1096987

Inder Jeet Taneja

Publication date: 1987

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0378-3758(87)90063-2

zbMATH Keywords

monotonicityconvexityCramér-Rao inequalityisotonic functionsFisher's informationBlackwell order structuregeneralized divergence measures

Mathematics Subject Classification ID

Theory of statistical experiments (62B15) Statistical aspects of information-theoretic topics (62B10)

Related Items (10)

Generalized divergence measures: Information matrices, amount of information, asymptotic distribution, and its applications to test statistical hypotheses ⋮ Information and random censoring ⋮ On the issue of convergence of certain divergence measures related to finding most nearly compatible probability distribution under the discrete set-up ⋮ \((R,S)\)-information radius of type \(t\) and comparison of experiments ⋮ Generalized arithmetic and geometric mean divergence measure and their statistical aspects ⋮ Generalized arithmetic and geometric mean divergence measure and their statistical aspects ⋮ Connections of generalized divergence measures with Fisher information matrix ⋮ Some statistical applications of generalized Jensen difference divergence measures for fuzzy information systems ⋮ A fuzzy probabilistic information system comparison criterion: Applications and properties ⋮ Generalized Jensen difference divergence measures and Fisher measure of information

Cites Work

• A Mathematical Theory of Communication
• Entropy differential metric, distance and divergence measures in probability spaces: A unified approach
• The relation between information theory and the differential geometry approach to statistics
• Information in experiments and sufficiency
• I-divergence geometry of probability distributions and minimization problems
• Comparison of experiments and information measures
• New parametric measures of information
• On a Measure of the Information Provided by an Experiment
• On the convexity of some divergence measures based on entropy functions
• On Information and Sufficiency
• On the attainment of the Cramer-Rao lower bound
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