GLOBAL INFORMATION IN STATISTICAL EXPERIMENTS AND CONSISTENCY OF LIKELIHOOD-BASED ESTIMATES AND TESTS

Authors
VAJDA I
Citation
I. Vajda, GLOBAL INFORMATION IN STATISTICAL EXPERIMENTS AND CONSISTENCY OF LIKELIHOOD-BASED ESTIMATES AND TESTS, Kybernetika, 34(3), 1998, pp. 245-263
Citations number
23
Categorie Soggetti
Computer Science Cybernetics","Computer Science Cybernetics
Journal title
Kybernetika → ACNP
ISSN journal
00235954
Volume
34
Issue
3
Year of publication
1998
Pages
245 - 263
Database
ISI
SICI code
0023-5954(1998)34:3<245:GIISEA>2.0.ZU;2-W
Abstract
In the framework of standard model of asymptotic statistics we introdu ce a global information in the statistical experiment about the occurr ence of the true parameter in a given set. Basic properties of this in formation are established, including relations to the Kullback and Fis her information. Its applicability in point estimation and testing sta tistical hypotheses is demonstrated.