Some Information Theoretic Ideas Useful in Statistical Inference |
| |
| Authors: | Takis Papaioannou Kosmas Ferentinos Charalampos Tsairidis |
| |
| Institution: | (1) Department of Statistics and Insurance Science, University of Piraeus, 18534 Piraeus, Greece;(2) Department of Mathematics, University of Ioannina, 45110 Ioannina, Greece;(3) Department of Social Administration, Democritus University of Thrace, 69100 Komotini, Greece |
| |
| Abstract: | 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.
This paper was written while the first author was visiting the University of Cyprus, Department of Mathematics and Statistics. |
| |
| Keywords: | Information generating function Information optimum estimation Information content Acid test properties Quantal random censoring Koziol– Green model Truncated data Characterizations of Fisher information |
| 本文献已被 SpringerLink 等数据库收录！ |
|
