# Topics in Statistical Information Theory

• Solomon Kullback
• John C. Keegel
• Joseph H. Kullback
Book

Part of the Lecture Notes in Statistics book series (LNS, volume 42)

1. Front Matter
Pages N2-IX
2. Solomon Kullback, John C. Keegel, Joseph H. Kullback
Pages 1-5
3. Solomon Kullback, John C. Keegel, Joseph H. Kullback
Pages 6-28
4. Solomon Kullback, John C. Keegel, Joseph H. Kullback
Pages 29-49
5. Solomon Kullback, John C. Keegel, Joseph H. Kullback
Pages 50-84
6. Solomon Kullback, John C. Keegel, Joseph H. Kullback
Pages 85-135
7. Solomon Kullback, John C. Keegel, Joseph H. Kullback
Pages 136-152
8. Back Matter
Pages 153-159

### Introduction

The relevance of information theory to statistical theory and its applications to stochastic processes is a unifying influence in these TOPICS. The integral representation of discrimination information is presented in these TOPICS reviewing various approaches used in the literature, and is also developed herein using intrinsically information-theoretic methods. Log­ likelihood ratios associated with various stochastic processes are computed by an application of minimum discrimination information estimates. Linear discriminant functionals are used in the information-theoretic analysis of a variety of stochastic processes. Sections are numbered serially within each chapter, with a decimal notation for subsections. Equations, examples, theorems and lemmas, are numbered serially within each section with a decimal notation. The digits to the left of the decimal point represent the section and the digits to the right of the decimal point the serial number within the section. When reference is made to a section, equation, example, theorem or lemma within the same chapter only the section number or equation number, etc., is given. When the reference is to a section ,equation, etc., in a different chapter, then in addition to the section or equation etc., number, the chapter number is also given. References to the bibliography are by the author's name followed by the year of publication in parentheses. The transpose of a matrix is denoted by a prime; thus one-row matrices are denoted by primes as the transposes of one-column matrices (vectors).

### Keywords

algebra information information theory stochastic processes

#### Authors and affiliations

• Solomon Kullback
• 1
• John C. Keegel
• 2
• Joseph H. Kullback
• 3
1. 1.Department of StatisticsGeorge Washington UniversityUSA
2. 2.Department of MathematicsUniversity of District ColumbiaUSA
3. 3.Grumman-CTEC, Inc.McLeanUSA

### Bibliographic information

• DOI https://doi.org/10.1007/978-1-4615-8080-5
• Copyright Information Springer-Verlag New York 1987
• Publisher Name Springer, New York, NY
• eBook Packages
• Print ISBN 978-0-387-96512-3
• Online ISBN 978-1-4615-8080-5
• Series Print ISSN 0930-0325
• Series Online ISSN 2197-7186
• Buy this book on publisher's site