Geodesic
Global information in statistical experiments and consistency of likelihood-based estimates and tests
Kybernetika, Tome 34 (1998) no. 3, p. [245]

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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.
Classification : 62B10, 62B15, 62F03, 62F10, 62F12
Keywords: information divergence; point estimation; testing statistical hypotheses 
@article{KYB_1998__34_3_a0,
     author = {Vajda, Igor},
     title = {Global information in statistical experiments and consistency of likelihood-based estimates and tests},
     journal = {Kybernetika},
     pages = {[245]},
     publisher = {mathdoc},
     volume = {34},
     number = {3},
     year = {1998},
     mrnumber = {1640962},
     zbl = {1274.62069},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/KYB_1998__34_3_a0/}
}
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Vajda, Igor. Global information in statistical experiments and consistency of likelihood-based estimates and tests. Kybernetika, Tome 34 (1998) no. 3, p. [245]. http://geodesic.mathdoc.fr/item/KYB_1998__34_3_a0/