On the mean and the variance of estimates of Kullback information and relative “useful” information measures

Harish C. Taneja

Aplikace matematiky (1985)

  • Volume: 30, Issue: 3, page 166-175
  • ISSN: 0862-7940

Abstract

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In this paper the mean and the variance of the Maximum Likelihood Estimator (MLE) of Kullback information measure and measure of relative "useful" information are obtained.

How to cite

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Taneja, Harish C.. "On the mean and the variance of estimates of Kullback information and relative “useful” information measures." Aplikace matematiky 30.3 (1985): 166-175. <http://eudml.org/doc/15395>.

@article{Taneja1985,
abstract = {In this paper the mean and the variance of the Maximum Likelihood Estimator (MLE) of Kullback information measure and measure of relative "useful" information are obtained.},
author = {Taneja, Harish C.},
journal = {Aplikace matematiky},
keywords = {relative information; utility; Maximum Likelihood Estimator; relative information; utility; Maximum Likelihood Estimator},
language = {eng},
number = {3},
pages = {166-175},
publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},
title = {On the mean and the variance of estimates of Kullback information and relative “useful” information measures},
url = {http://eudml.org/doc/15395},
volume = {30},
year = {1985},
}

TY - JOUR
AU - Taneja, Harish C.
TI - On the mean and the variance of estimates of Kullback information and relative “useful” information measures
JO - Aplikace matematiky
PY - 1985
PB - Institute of Mathematics, Academy of Sciences of the Czech Republic
VL - 30
IS - 3
SP - 166
EP - 175
AB - In this paper the mean and the variance of the Maximum Likelihood Estimator (MLE) of Kullback information measure and measure of relative "useful" information are obtained.
LA - eng
KW - relative information; utility; Maximum Likelihood Estimator; relative information; utility; Maximum Likelihood Estimator
UR - http://eudml.org/doc/15395
ER -

References

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  1. T. W. Anderson, An Introduction to Multivariate Statistical Analysis, John Wiley and Sons Inc., New York, 1958. (1958) Zbl0083.14601MR0091588
  2. M. Belis S. Guiasu, 10.1109/TIT.1968.1054185, IEEE Trans. Inform. Theory, 14 (1968), 593-594. (1968) DOI10.1109/TIT.1968.1054185
  3. S. Kullback, Information Theory and Statistics, Wiley, New York, 1959. (1959) Zbl0088.10406MR0103557
  4. G. Longo, A Quantiative-Qualitative Measure of Information, Springer-Verlag, 1972. (1972) MR0351627
  5. H. C. Taneja R. K. Tuteja, Characterization of a Quantitative-Qualitative Measure of Relative Information, Information Sciences, 33 (1984). (1984) MR0764294
  6. H. Theil, Economics and Information Theory, North-Holland Publishing Co., Amsterdam, 1967. (1967) 

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