Some Information Theoretic Ideas Useful in Statistical Inference

Takis Papaioannou (), Kosmas Ferentinos () and Charalampos Tsairidis ()
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Takis Papaioannou: University of Piraeus
Kosmas Ferentinos: University of Ioannina
Charalampos Tsairidis: Democritus University of Thrace

Methodology and Computing in Applied Probability, 2007, vol. 9, issue 2, 307-323

Abstract: Abstract 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.

Keywords: Information generating function; Information optimum estimation; Information content; Acid test properties; Quantal random censoring; Koziol–Green model; Truncated data; Characterizations of Fisher information; Primary 62B10; Secondary 94A17 (search for similar items in EconPapers)
Date: 2007
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DOI: 10.1007/s11009-007-9017-7

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