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Kybernetika 34(3):245-263, 1998.

Global Information in Statistical Experiments and Consistency of Likelihood-Based Estimates and Tests.

Igor Vajda


Abstract:

In the framework of standard model of asymptotic statistics we introduce a global information in the statistical experiment about the occurrence of the true parameter in a given set. Basic properties of this information are established, including relations to the Kullback and Fisher information. Its applicability in point estimation and testing statistical hypotheses is demonstrated.


AMS: 62A;


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BIB TeX

@article{kyb:1998:3:245-263,

author = {Vajda, Igor },

title = {Global Information in Statistical Experiments and Consistency of Likelihood-Based Estimates and Tests.},

journal = {Kybernetika},

volume = {34},

year = {1998},

number = {3},

pages = {245-263}

publisher = {{\'U}TIA, AV {\v C}R, Prague },

}


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