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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Zografos, K., Ferentinos, K. & Papaioannou, T. Limiting properties of some measures of information. Ann Inst Stat Math 41, 451–460 (1989). https://doi.org/10.1007/BF00050661
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DOI: https://doi.org/10.1007/BF00050661