| Title:
|
On the amount of information contained in a sequence of independent observations (English) |
| Title:
|
O množství informace obsažené v posloupnosti nezávislých pozorování (Czech) |
| Author:
|
Vajda, Igor |
| Language:
|
English |
| Journal:
|
Kybernetika |
| ISSN:
|
0023-5954 |
| Volume:
|
6 |
| Issue:
|
4 |
| Year:
|
1970 |
| Pages:
|
(306)-324 |
| Summary lang:
|
Czech |
| . |
| Category:
|
math |
| . |
| MSC:
|
62B10 |
| MSC:
|
94A15 |
| idZBL:
|
Zbl 0202.17802 |
| idMR:
|
MR0301831 |
| . |
| Date available:
|
2009-09-24T16:11:45Z |
| Last updated:
|
2012-06-04 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/125308 |
| . |
| Reference:
|
[1] I. Vajda: On the convergence of information contained in a sequence of observations.Proc. Coll. on Inf. Th., Debrecen (Hungary), Budapest 1969. MR 0258525 |
| Reference:
|
[2] A. Rényi: On some basic problems of statistics from the point of view of information theory.Proc. Coll. on Inf. Th., Debrecen (Hungary), Budapest 1969. |
| Reference:
|
[3] H. Chernoff: A measure of efficiency for tests of a hypothesis based on the sum of observations.Ann. Math. Stat. 23 (1952), 493-507. MR 0057518 |
| Reference:
|
[4] I. Vajda: Limit theorems for total variation of Cartesian product measures.Studia Sci. Math. Hungarica (in print). Zbl 0243.62034, MR 0310950 |
| Reference:
|
[5] J. L. Doob: Stochastic processes.J. Willey, N. Y. 1953. Zbl 0053.26802, MR 0058896 |
| Reference:
|
[6] L. H. Koopmans: Asymptotic rate of discrimination for Markov processes.Ann. Math. Stat. 31 (1960), 982-994. Zbl 0096.12603, MR 0119368 |
| Reference:
|
[7] S. Bochner: Lectures on Fourier integrals.Princeton Univ. Press, 1959. Zbl 0085.31802, MR 0107124 |
| Reference:
|
[8] A. Perez: Notions généralisées d'incertitude, d'entropie et d'information du point de vue de la théorie de martingales.Trans. First Prague Conf. on Inf. Th., Prague 1957. Zbl 0102.13204 |
| Reference:
|
[9] I. Csiszár: Information-type measures of difference of probability distributions and indirect observations.Studia Sci. Math. Hungarica 2 (1967), 299-318. MR 0219345 |
| Reference:
|
[10] A. Rényi: On measures of entropy and information.Proc. 4th Berkeley Symp. on Prob. and Math. Stat., Berkeley, Vol. I, 547-561. MR 0132570 |
| Reference:
|
[11] O. Kraft D. Plachky: Bounds for the power of likelihood ratio tests and their asymptotic properties.(Preliminary report, University of Münster). |
| Reference:
|
[12] S. Kullback: Information theory and statistics.Willey, N. Y. 1959. Zbl 0088.10406, MR 0103557 |
| Reference:
|
[13] H. Chernoff: Large sample theory: Parametric case.Ann. Math. Stat 27 (1956), 1-22. Zbl 0072.35703, MR 0076245 |
| Reference:
|
[14] I. Vajda: Accumulation of information in case that sample variables depend on sample size.Studia Sci. Math. Hungarica (in print). |
| Reference:
|
[15] Sanov: On large deviations probabilities of random variables.Mat. Sborník, N. S. 42 (1957), 11-44. |
| Reference:
|
[16] R. R. Bahadur R. Ranga Rao: On deviations of the sample mean.Ann. Math. Stat. 31 (1960), 1015-1027. MR 0117775 |
| . |
