Statistical information and discrimination

  title={Statistical information and discrimination},
  author={Ferdinand {\"O}sterreicher and Igor Vajda},
  journal={IEEE Trans. Information Theory},
In analogy with the definition of Shannon information, De Groot defined a statistical information as the difference between prior and posterior risk of a statistical decision problem. Relations are studied between the statistical informations and the discrimination functions of information theory known as f -divergences. Using previous results it is shown that every f-divergence If(P, Q) is an average statistical information in or decision problem with dichotomic parameter, 0-1 loss function… CONTINUE READING
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