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

Publications

On Divergences and Informations in Statistics and Information Theory.

Typ:
Jornal article
Authors:
Liese F., Vajda I.
Name of journal:
IEEE Transactions on Information Theory
Volume:
52
Year:
2006
Number:
10
Pages:
4394-4412
ISSN:
0018-9448
Keywords:
divergence, deficiency, sufficiency, Shannon information
Anotation:
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.
 
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