Publikace
On Divergences and Informations in Statistics and Information Theory.
Typ:
Článek v odborném periodiku
Název periodika:
IEEE Transactions on Information Theory
Klíčová slova:
divergence, deficiency, sufficiency, Shannon information
Anotace:
Basic properties of f-diverrgences are proved in a new simpler manner. New relations to sufficiency and deficiency are established and new applications in estimation and testing are proposed. Statistical information of De Groot and the classical information of Shannonm are shown to be extremal cases of a newly introduced class of so-called Arimotio informations.