Limiting properties of some measures of information |
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| Authors: | K Zografos K Ferentinos T Papaioannou |
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| Institution: | (1) Probability-Statistics and Operational Research Unit, Department of Mathematics, University of Ioannina, Greece |
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| Abstract: | In this paper we investigate the limiting behaviour of the measures of information due to Csiszár, Rényi and Fisher. Conditions for convergence of measures of information and for convergence of Radon-Nikodym derivatives are obtained. Our results extend the results of Kullback (1959,Information Theory and Statistics, Wiley, New York) and Kirmani (1971,Ann. Inst. Statist. Math.,23, 157–162). |
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| Keywords: | Convergence of information measures Csiszá r information ø -divergence Ré nyi information Fisher information |
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