Implications of the Cressie-Read Family of Additive Divergences for Information Recovery

@article{Judge2012ImplicationsOT,
  title={Implications of the Cressie-Read Family of Additive Divergences for Information Recovery},
  author={George Judge and Ron Mittelhammer},
  journal={Entropy},
  year={2012},
  volume={14},
  pages={2427-2438}
}
To address the unknown nature of probability-sampling models, in this paper we use information theoretic concepts and the Cressie-Read (CR) family of information divergence measures to produce a flexible family of probability distributions, likelihood functions, estimators, and inference procedures. The usual case in statistical modeling is that the noisy indirect data are observed and known and the sampling model-error distribution-probability space, consistent with the data, is unknown. To… CONTINUE READING

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