On information processes in statistical experiments with distributed observations

DOI10.1023/A:1025712811383zbMath1041.62003OpenAlexW6996024MaRDI QIDQ1415869

Bronius Grigelionis

Publication date: 9 December 2003

Published in: Acta Applicandae Mathematicae (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1025712811383

zbMATH Keywords

Kullback-Leibler informationHellinger integralsShannon informationHellinger processesexpected untility from datainformation from data

Mathematics Subject Classification ID

Theory of statistical experiments (62B15) Applications of stochastic analysis (to PDEs, etc.) (60H30) General theory of stochastic processes (60G07) Statistical aspects of information-theoretic topics (62B10)