Information and the Likelihood Function in Exponential Families

Authors
McCulloch, Robert E.
Citation
E. Mcculloch, Robert, Information and the Likelihood Function in Exponential Families, American statistician , 42(1), 1988, pp. 73-75
Journal title
American statistician → ACNP
ISSN journal
00031305
Volume
42
Issue
1
Year of publication
1988
Pages
73 - 75
Database
ACNP
SICI code
Abstract
A very strong relationship between the directed Kullback divergence and the likelihood function emerges simply and naturally in the context of exponential families.The directed Kullback divergence is an information-theoretic measure of the distance from one distribution to another.