# $(h,\Phi )$-entropy differential metric

María Luisa Menéndez; Domingo Morales; Leandro Pardo; Miquel Salicrú

Applications of Mathematics (1997)

- Volume: 42, Issue: 2, page 81-98
- ISSN: 0862-7940

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topMenéndez, María Luisa, et al. "$(h,\Phi )$-entropy differential metric." Applications of Mathematics 42.2 (1997): 81-98. <http://eudml.org/doc/32970>.

@article{Menéndez1997,

abstract = {Burbea and Rao (1982a, 1982b) gave some general methods for constructing quadratic differential metrics on probability spaces. Using these methods, they obtained the Fisher information metric as a particular case. In this paper we apply the method based on entropy measures to obtain a Riemannian metric based on $(h,\Phi )$-entropy measures (Salicrú et al., 1993). The geodesic distances based on that information metric have been computed for a number of parametric families of distributions. The use of geodesic distances in testing statistical hypotheses is illustrated by an example within the Pareto family. We obtain the asymptotic distribution of the information matrices associated with the metric when the parameter is replaced by its maximum likelihood estimator. The relation between the information matrices and the Cramér-Rao inequality is also obtained.},

author = {Menéndez, María Luisa, Morales, Domingo, Pardo, Leandro, Salicrú, Miquel},

journal = {Applications of Mathematics},

keywords = {$(h,\Phi )$-entropy measures; information metric; geodesic distance between probability distributions; maximum likelihood estimators; asymptotic distributions; Cramér-Rao inequality.; generalized entropies; information metric; generalized entropies; geodesic distance},

language = {eng},

number = {2},

pages = {81-98},

publisher = {Institute of Mathematics, Academy of Sciences of the Czech Republic},

title = {$(h,\Phi )$-entropy differential metric},

url = {http://eudml.org/doc/32970},

volume = {42},

year = {1997},

}

TY - JOUR

AU - Menéndez, María Luisa

AU - Morales, Domingo

AU - Pardo, Leandro

AU - Salicrú, Miquel

TI - $(h,\Phi )$-entropy differential metric

JO - Applications of Mathematics

PY - 1997

PB - Institute of Mathematics, Academy of Sciences of the Czech Republic

VL - 42

IS - 2

SP - 81

EP - 98

AB - Burbea and Rao (1982a, 1982b) gave some general methods for constructing quadratic differential metrics on probability spaces. Using these methods, they obtained the Fisher information metric as a particular case. In this paper we apply the method based on entropy measures to obtain a Riemannian metric based on $(h,\Phi )$-entropy measures (Salicrú et al., 1993). The geodesic distances based on that information metric have been computed for a number of parametric families of distributions. The use of geodesic distances in testing statistical hypotheses is illustrated by an example within the Pareto family. We obtain the asymptotic distribution of the information matrices associated with the metric when the parameter is replaced by its maximum likelihood estimator. The relation between the information matrices and the Cramér-Rao inequality is also obtained.

LA - eng

KW - $(h,\Phi )$-entropy measures; information metric; geodesic distance between probability distributions; maximum likelihood estimators; asymptotic distributions; Cramér-Rao inequality.; generalized entropies; information metric; generalized entropies; geodesic distance

UR - http://eudml.org/doc/32970

ER -

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