A preliminary exploration of minimum variation of information and estimates. (Chinese. English summary) Zbl 0699.94002
The paper sets out to analyse and deal with certain aspects of estimates by exploying information variation and describes that the information variation is a good measure. The general variation of information and its simplifying theorem are demonstrated. The meaning of minimum variation of information in exponential families is directly proved. In this paper, it is also proved that the rate function can be estimated and calculated by using minimum variation of information and maximum likelihood estimates.
Reviewer: Cheng-Shu Wang
MSC:
94A15 | Information theory (general) |
62F10 | Point estimation |
94A17 | Measures of information, entropy |