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Kullback–Leibler information
Boekbijdrage - Hoofdstuk
The Kullback{Leibler information number, I(P||Q), determined for two probability measures defined on the same measurable space often serves as a type of "distance" between the two measures. Projections (I-projections) defined in terms of minimizing the Kullback-Leibler information number over appropriate sets of probability measures are often useful for finding desirable estimators. Kullback-Leibler information numbers also play a useful role in hypothesis testing problems and they are the basis for several information criteria used for model selection.
Boek: Wiley StatsRef: Statistics Reference Online
Pagina's: 1 - 4
ISBN:9781118445112
Jaar van publicatie:2018
Toegankelijkheid:Closed