Some Information Theoretic Ideas Useful in Statistical Inference
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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.
KeywordsInformation generating function Information optimum estimation Information content Acid test properties Quantal random censoring Koziol–Green model Truncated data Characterizations of Fisher information
AMS 2000 Subject ClassificationPrimary 62B10 Secondary 94A17
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