Solomon Kullback John C. Keegel Joseph H. Kullback
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...
The relevance of information theory to statistical theory and its applications to stochastic processes is a unifying influence in these TOPICS. The in...