Počet záznamů: 1

On divergence of finite measures and their applicability in statistics and information theory

  1. 1.
    0329681 - UTIA-B 2010 RIV GB eng J - Článek v odborném periodiku
    Vajda, Igor - Stummer, W.
    On divergence of finite measures and their applicability in statistics and information theory.
    [O divergencích konečných měr a jejich využití ve statistice a teorii informace.]
    Statistics. Roč. 44, č. 2 (2009), s. 169-187 ISSN 0233-1888
    Grant CEP: GA MŠk(CZ) 1M0572; GA ČR(CZ) GA102/07/1131
    Výzkumný záměr: CEZ:AV0Z10750506
    Klíčová slova: Local and global divergences of finite measures * Divergences of sigma-finite measures * Statistical censoring * Pinsker's inequality, Ornstein's distance * Differential power entropies
    Kód oboru RIV: BD - Teorie informace
    Impakt faktor: 0.759, rok: 2009
    http://library.utia.cas.cz/separaty/2009/SI/vajda-on divergence of finite measures and their applicability in statistics and information theory.pdf http://library.utia.cas.cz/separaty/2009/SI/vajda-on divergence of finite measures and their applicability in statistics and information theory.pdf

    Family of divergences of finite and sigma-finite measures is introduced. Range of values, symmetry and decomposition into local and global components are obtained. Censoring is used to illustrate applications in statistics. Pinsker's inequality and Ornstein's distance of stationary random processes are among the applications in information theory.

    Je navržena soustava divergencí konečných a sigma-konečných měr. Pro ně jsou prozkoumány obory hodnot, symetričnost a rozklady na lokalní a globální komponenty. Cencorování ilustruje užitečnost ve statistice. Pinskerova nerovnost a Ornsteinova vzdálenost stacinárních procesů ilustrují využití ve statistice.
    Trvalý link: http://hdl.handle.net/11104/0175649