Geodesic
On the mean and the variance of estimates of Kullback information and relative “useful” information measures
Applications of Mathematics, Tome 30 (1985) no. 3, pp. 166-175

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MR Zbl
In this paper the mean and the variance of the Maximum Likelihood Estimator (MLE) of Kullback information measure and measure of relative "useful" information are obtained.
In this paper the mean and the variance of the Maximum Likelihood Estimator (MLE) of Kullback information measure and measure of relative "useful" information are obtained.
DOI : 10.21136/AM.1985.104139
Classification : 62B10, 62F10, 94A17
Keywords: relative information; utility; Maximum Likelihood Estimator 
Taneja, Harish C. On the mean and the variance of estimates of Kullback information and relative “useful” information measures. Applications of Mathematics, Tome 30 (1985) no. 3, pp. 166-175. doi: 10.21136/AM.1985.104139
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     url = {http://geodesic.mathdoc.fr/articles/10.21136/AM.1985.104139/}
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[1] T. W. Anderson: An Introduction to Multivariate Statistical Analysis. John Wiley and Sons Inc., New York, 1958. | MR | Zbl

[2] M. Belis S. Guiasu: A Quantitative-Qualitative Measure of Information in Cybernetic Systems. IEEE Trans. Inform. Theory, 14 (1968), 593-594. | DOI

[3] S. Kullback: Information Theory and Statistics. Wiley, New York, 1959. | MR | Zbl

[4] G. Longo: A Quantiative-Qualitative Measure of Information. Springer-Verlag, 1972. | MR

[5] H. C. Taneja R. K. Tuteja: Characterization of a Quantitative-Qualitative Measure of Relative Information. Information Sciences, 33 (1984). | MR

[6] H. Theil: Economics and Information Theory. North-Holland Publishing Co., Amsterdam, 1967.

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