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Taneja, Harish C.
On the mean and the variance of estimates of Kullback information and relative “useful” information measures. (English). Aplikace matematiky, vol. 30 (1985), issue 3, pp. 166-175
MSC: 62B10, 62F10, 94A17 | MR 0789858 | Zbl 0581.94004 | DOI: 10.21136/AM.1985.104139
Keywords:
relative information; utility; Maximum Likelihood Estimator
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.
References:
[1] T. W. Anderson: An Introduction to Multivariate Statistical Analysis. John Wiley and Sons Inc., New York, 1958. MR 0091588 | Zbl 0083.14601
[2] M. Belis S. Guiasu: A Quantitative-Qualitative Measure of Information in Cybernetic Systems. IEEE Trans. Inform. Theory, 14 (1968), 593-594. DOI 10.1109/TIT.1968.1054185
[3] S. Kullback: Information Theory and Statistics. Wiley, New York, 1959. MR 0103557 | Zbl 0088.10406
[4] G. Longo: A Quantiative-Qualitative Measure of Information. Springer-Verlag, 1972. MR 0351627
[5] H. C. Taneja R. K. Tuteja: Characterization of a Quantitative-Qualitative Measure of Relative Information. Information Sciences, 33 (1984). MR 0764294
[6] H. Theil: Economics and Information Theory. North-Holland Publishing Co., Amsterdam, 1967.
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