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Description
  • f-divergences are studied for general probability measures and general convex functions f. Their representation by means of information gains is established and used to derive some new properties, and also to derive in a new manner some known properties. Statistical sufficiency and deficiency in the problem of testing hypotheses is characterized by means of f-divergences and the rate of convergence of the testing errors for increasing sigma-algebras is evaluated in some important cases.
  • f-divergences are studied for general probability measures and general convex functions f. Their representation by means of information gains is established and used to derive some new properties, and also to derive in a new manner some known properties. Statistical sufficiency and deficiency in the problem of testing hypotheses is characterized by means of f-divergences and the rate of convergence of the testing errors for increasing sigma-algebras is evaluated in some important cases. (en)
Title
  • f-divergences: Sufficiency, deficiency and testing of hypotheses
  • f-divergences: Sufficiency, deficiency and testing of hypotheses (en)
skos:prefLabel
  • f-divergences: Sufficiency, deficiency and testing of hypotheses
  • f-divergences: Sufficiency, deficiency and testing of hypotheses (en)
skos:notation
  • RIV/67985556:_____/08:00331116!RIV10-MSM-67985556
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  • P(1M0572), Z(AV0Z10750506)
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  • 367764
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  • RIV/67985556:_____/08:00331116
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  • divergence; sufficiency; testing errors; information gain; deficiency; exponential rate (en)
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  • [18D3600DCDA1]
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  • Toronto
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  • Advances in Mathematical Inequalities
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  • Advances in Inequalities from Probability Theory and Statistics
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  • Vajda, Igor
  • Liese, F.
http://linked.open...n/vavai/riv/zamer
number of pages
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  • Nova Publishers
https://schema.org/isbn
  • 1-60021-943-8
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