Lecture Notes in Statistics

Topics in Statistical Information Theory

Authors: Kullback, Solomon, Keegel, John C., Kullback, Joseph H.

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About this book

The relevance of information theory to statistical theory and its applications to stochastic processes is a unifying influence in these TOPICS. The integral representation of discrimination information is presented in these TOPICS reviewing various approaches used in the literature, and is also developed herein using intrinsically information-theoretic methods. LogĀ­ likelihood ratios associated with various stochastic processes are computed by an application of minimum discrimination information estimates. Linear discriminant functionals are used in the information-theoretic analysis of a variety of stochastic processes. Sections are numbered serially within each chapter, with a decimal notation for subsections. Equations, examples, theorems and lemmas, are numbered serially within each section with a decimal notation. The digits to the left of the decimal point represent the section and the digits to the right of the decimal point the serial number within the section. When reference is made to a section, equation, example, theorem or lemma within the same chapter only the section number or equation number, etc., is given. When the reference is to a section ,equation, etc., in a different chapter, then in addition to the section or equation etc., number, the chapter number is also given. References to the bibliography are by the author's name followed by the year of publication in parentheses. The transpose of a matrix is denoted by a prime; thus one-row matrices are denoted by primes as the transposes of one-column matrices (vectors).

Table of contents (6 chapters)

  • Introduction

    Kullback, Solomon (et al.)

    Pages 1-5

  • Discrimination Information and Sufficiency in a Sub-Sigma-Algebra

    Kullback, Solomon (et al.)

    Pages 6-28

  • Limiting Properties

    Kullback, Solomon (et al.)

    Pages 29-49

  • Product Measure Spaces

    Kullback, Solomon (et al.)

    Pages 50-84

  • Linear Discriminant Functional

    Kullback, Solomon (et al.)

    Pages 85-135

Buy this book

eBook $74.99
price for USA (gross)
  • ISBN 978-1-4615-8080-5
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
  • Immediate eBook download after purchase
Softcover $99.00
price for USA
  • ISBN 978-0-387-96512-3
  • Free shipping for individuals worldwide
  • Usually dispatched within 3 to 5 business days.
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Bibliographic Information

Bibliographic Information
Book Title
Topics in Statistical Information Theory
Authors
Series Title
Lecture Notes in Statistics
Series Volume
42
Copyright
1987
Publisher
Springer-Verlag New York
Copyright Holder
Springer-Verlag Berlin Heidelberg
eBook ISBN
978-1-4615-8080-5
DOI
10.1007/978-1-4615-8080-5
Softcover ISBN
978-0-387-96512-3
Series ISSN
0930-0325
Edition Number
1
Number of Pages
IX, 159
Number of Illustrations and Tables
1 b/w illustrations
Topics