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Global information in statistical experiments and consistency of likelihood-based estimates and tests

Igor Vajda — 1998

Kybernetika

In the framework of standard model of asymptotic statistics we introduce a global information in the statistical experiment about the occurrence of the true parameter in a given set. Basic properties of this information are established, including relations to the Kullback and Fisher information. Its applicability in point estimation and testing statistical hypotheses is demonstrated.

On metric divergences of probability measures

Igor Vajda — 2009

Kybernetika

Standard properties of φ -divergences of probability measures are widely applied in various areas of information processing. Among the desirable supplementary properties facilitating employment of mathematical methods is the metricity of φ -divergences, or the metricity of their powers. This paper extends the previously known family of φ -divergences with these properties. The extension consists of a continuum of φ -divergences which are squared metric distances and which are mostly new but include...

A synchronization for composed channels by means of a random coding

Igor Vajda — 1967

Aplikace matematiky

In this paper a method of construction of random synchronizing block encoders provided the source ergodic and channel composed is given. Using this method the capacity of a composed channel is shown to be the same irrespective of whether the synchronization between the sender and the receiver is or is not assumed.

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