Displaying similar documents to “On basic concepts of mathematical statistics”

Information-type divergence when the likelihood ratios are bounded

Andrew Rukhin (1997)

Applicationes Mathematicae

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The so-called ϕ-divergence is an important characteristic describing "dissimilarity" of two probability distributions. Many traditional measures of separation used in mathematical statistics and information theory, some of which are mentioned in the note, correspond to particular choices of this divergence. An upper bound on a ϕ-divergence between two probability distributions is derived when the likelihood ratio is bounded. The usefulness of this sharp bound is illustrated by several...

Why L 1 view and what is next?

László Györfi, Adam Krzyżak (2011)

Kybernetika

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N. N. Cencov wrote a commentary chapter included in the Appendix of the Russian translation of the Devroye and Györfi book [15] collecting some arguments supporting the L 1 view of density estimation. The Cencov’s work is available in Russian only and it hasn’t been translated, so late Igor Vajda decided to translate the Cencov’s paper and to add some remarks on the occasion of organizing the session “25 Years of the L 1 Density Estimation” at the Prague Stochastics 2010 Symposium. In this...

Global statistical information in exponential experiments and selection of exponential models

Igor Vajda, E. van der Meulen (1998)

Applications of Mathematics

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The concept of global statistical information in the classical statistical experiment with independent exponentially distributed samples is investigated. Explicit formulas are evaluated for common exponential families. It is shown that the generalized likelihood ratio test procedure of model selection can be replaced by a generalized information procedure. Simulations in a classical regression model are used to compare this procedure with that based on the Akaike criterion.