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Title: On the mean and the variance of estimates of Kullback information and relative “useful” information measures (English)
Author: Taneja, Harish C.
Language: English
Journal: Aplikace matematiky
ISSN: 0373-6725
Volume: 30
Issue: 3
Year: 1985
Pages: 166-175
Summary lang: English
Summary lang: Czech
Summary lang: Russian
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Category: math
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Summary: In this paper the mean and the variance of the Maximum Likelihood Estimator (MLE) of Kullback information measure and measure of relative "useful" information are obtained. (English)
Keyword: relative information
Keyword: utility
Keyword: Maximum Likelihood Estimator
MSC: 62B10
MSC: 62F10
MSC: 94A17
idZBL: Zbl 0581.94004
idMR: MR0789858
DOI: 10.21136/AM.1985.104139
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Date available: 2008-05-20T18:27:15Z
Last updated: 2020-07-28
Stable URL: http://hdl.handle.net/10338.dmlcz/104139
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Reference: [1] T. W. Anderson: An Introduction to Multivariate Statistical Analysis.John Wiley and Sons Inc., New York, 1958. Zbl 0083.14601, MR 0091588
Reference: [2] M. Belis S. Guiasu: A Quantitative-Qualitative Measure of Information in Cybernetic Systems.IEEE Trans. Inform. Theory, 14 (1968), 593-594. 10.1109/TIT.1968.1054185
Reference: [3] S. Kullback: Information Theory and Statistics.Wiley, New York, 1959. Zbl 0088.10406, MR 0103557
Reference: [4] G. Longo: A Quantiative-Qualitative Measure of Information.Springer-Verlag, 1972. MR 0351627
Reference: [5] H. C. Taneja R. K. Tuteja: Characterization of a Quantitative-Qualitative Measure of Relative Information.Information Sciences, 33 (1984). MR 0764294
Reference: [6] H. Theil: Economics and Information Theory.North-Holland Publishing Co., Amsterdam, 1967.
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