Jeffreys’ prior is the Hausdorff measure for the Hellinger and Kullback-Leibler distances

DOI10.1556/SScMath.36.2000.1-2.4zbMath1062.62045OpenAlexW2107530860MaRDI QIDQ2714363

Wolfgang Doster

Publication date: 22 June 2005

Published in: Studia Scientiarum Mathematicarum Hungarica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1556/sscmath.36.2000.1-2.4

zbMATH Keywords

Hellinger distanceHausdorff measureKullback-Leibler distanceJeffrey's prior

Mathematics Subject Classification ID

Bayesian inference (62F15) Statistical aspects of information-theoretic topics (62B10) Hausdorff and packing measures (28A78)

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