Some information theoretic ideas useful in statistical inference

被引：5

作者：

Papaioannou, Takis ^{[1
]}

Ferentinos, Kosmas

Tsairidis, Charalampos

机构：

[1] Univ Piraeus, Dept Stat & Insurance Sci, Piraeus, Greece

[2] Univ Ioannina, Dept Math, GR-45110 Ioannina, Greece

[3] Democritus Univ Thrace, Dept Social Adm, Komotini 69100, Greece

来源：

METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY | 2007年 / 9卷 / 02期

关键词：

information generating function; information optimum estimation; information content; acid test properties; quantal random censoring; Koziol-Green model; truncated data; characterizations of Fisher information;

D O I：

10.1007/s11009-007-9017-7

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper we discuss four information theoretic ideas and present their implications to statistical inference: (1) Fisher information and divergence generating functions, (2) information optimum unbiased estimators, (3) information content of various statistics, (4) characterizations based on Fisher information.

引用

页码：307 / 323

页数：17

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