Measures of information associated with Csiszár’s divergences. (English) Zbl 0837.94007

Measures of information associated with Csiszár’s divergences are obtained. If the parameter is univariate the information measures are revised and completed. In the multivariate case two alternatives are presented: In the first case the author considers the matrix defining the metric in direction to the tangent space, as information matrix, associated to a predefined distance. The second alternative consists in defining the elements of the information matrix, based on the distance between a given distribution, and the result of disturbing the parameter into two directions.
Reviewer: L.Pardo (Madrid)


94A17 Measures of information, entropy
62B10 Statistical aspects of information-theoretic topics
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