Web projektu DAR

Research Centre
Data - Algorithms - Decision Making

Established in 2005 under support of MŠMT ČR (project 1M0572)

Publications

Divergences and their Applications in Sufficiency, Deficiency and Testing of Hypotheses.

Typ:

Internal print

Authors:

Liese F., Vajda I.

Edition name / line:

Interní publikace DAR -

Volume:

ÚTIA 2006/16

Publisher:

ÚTIA AV ČR

Serie:

Praha

Year:

2006

Number of pages:

Contact:

Ing. Igor Vajda, DrSc. (ÚTIA - Oddělení stochastické informatiky)

Keywords:

Divergences f probability measures, sufficiency, deficiency

attachment1:

Divergences and their Applications in Sufficiency, Deficiency and Testing of Hypotheses. [file]

Anotation:

Some known properties of f-divergences of probability measures are derived in a new simpler way, among them the monotonicity and the convergence for increasing sequences of sigma-algebras. New characterization of statistical sufficiency and deficiency (approximate sufficiency) by means of f-divergences is given and rate of the above mentioned converegnce is evaluated for some of these divergences. Results are applied in testing statistical hypotheses.