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( h , Φ ) -entropy differential metric

María Luisa Menéndez, Domingo Morales, Leandro Pardo, Miquel Salicrú (1997)

Applications of Mathematics

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 , Φ ) -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...

( R , S ) -information radius of type t and comparison of experiments

Inder Jeet Taneja, Luis Pardo, D. Morales (1991)

Applications of Mathematics

Various information, divergence and distance measures have been used by researchers to compare experiments using classical approaches such as those of Blackwell, Bayesian ets. Blackwell's [1] idea of comparing two statistical experiments is based on the existence of stochastic transformations. Using this idea of Blackwell, as well as the classical bayesian approach, we have compared statistical experiments by considering unified scalar parametric generalizations of Jensen difference divergence measure....

A Bayesian look at nuisance parameters.

A. Philip Dawid (1980)

Trabajos de Estadística e Investigación Operativa

The elimination of nuisance parameters has classically been tackled by various ad hoc devices, and has led to a number of attemps to define partial sufficiency and ancillarity. The Bayesian approach is clearly defined. This paper examines some classical procedures in order to see when they can be given a Bayesian justification.

A general class of entropy statistics

María Dolores Esteban (1997)

Applications of Mathematics

To study the asymptotic properties of entropy estimates, we use a unified expression, called the H h , v ϕ 1 , ϕ 2 -entropy. Asymptotic distributions for these statistics are given in several cases when maximum likelihood estimators are considered, so they can be used to construct confidence intervals and to test statistical hypotheses based on one or more samples. These results can also be applied to multinomial populations.

A new approach to mutual information

Fumio Hiai, Dénes Petz (2007)

Banach Center Publications

A new expression as a certain asymptotic limit via "discrete micro-states" of permutations is provided for the mutual information of both continuous and discrete random variables.

A new approach to mutual information. II

Fumio Hiai, Takuho Miyamoto (2010)

Banach Center Publications

A new concept of mutual pressure is introduced for potential functions on both continuous and discrete compound spaces via discrete micro-states of permutations, and its relations with the usual pressure and the mutual information are established. This paper is a continuation of the paper of Hiai and Petz in Banach Center Publications, Vol. 78.

A note on quantifying the uncertainty corresponding to the utilities.

Norberto Corral Blanco, María Angeles Gil Alvarez (1983)

Trabajos de Estadística e Investigación Operativa

In a previous paper we have studied the relevant analogies between the variance, applied to a compound scheme of probability and utility, and the measure which we had defined to evaluate the unquietness for such a compound scheme.The purpose of the present note is to display the advantage exhibited by the second measure, with respect to the first one, in quantifying the uncertainty corresponding to the utilities. This advantage consists of the larger ability to distinguish among the different compound...

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