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Publikace

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

Typ:

Interní tisk

Autoři publikace:

Liese F., Vajda I.

Název edice / řada:

Interní publikace DAR -

Svazek:

ÚTIA 2006/16

Nakladatel:

ÚTIA AV ČR

Místo vydání:

Praha

Rok:

2006

Počet stran:

Kontaktní osoba:

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

Klíčová slova:

Divergences f probability measures, sufficiency, deficiency

příloha1:

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

Anotace:

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.