Highly useful text studies the logarithmic measures of information and their application to testing statistical hypotheses. Topics include introduction and definition of measures of information, their relationship to Fisher s information measure and sufficiency, fundamental inequalities of inf"

The relevance of information theory to statistical theory and its applications to stochastic processes is a unifying influence in these TOPICS. The integral representation of discrimination information is presented in these TOPICS reviewing various approaches used in the literature, and is also developed herein using intrinsically information-theoretic methods. Log likelihood ratios associated with various stochastic processes are computed by an application of minimum discrimination information estimates. Linear discriminant functionals are used in the information-theoretic analysis of a...