Loss of Information

Masafumi Akahira ()
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Masafumi Akahira: Uninversity of Tsukuba, Professor Emeritus

Chapter Chapter 3 in Theory of Statistical Estimation, 2026, pp 59-82 from Springer

Abstract: Abstract The asymptotic loss of the amount of information (extended to as Rényi measure) associated with a statistic is discussed in non-regular cases. It is shown that the second order asymptotic loss of information in reducing to a statistic consisting of extremes and asymptotically ancillary statistic vanishes. The result corresponds to the fact that the statistic is second order asymptotically sufficient in the sense of Theorem 2.2 . Some examples on truncated distributions are given.

Date: 2026
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-981-95-5339-6_3

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DOI: 10.1007/978-981-95-5339-6_3

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