Differential metrics in probability spaces

Burbea, Jacob ; Radhakrishna Rao, C. (1984) Differential metrics in probability spaces Probability and Mathematical Statistics, 3 (2). pp. 241-258. ISSN 0208-4147

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Abstract

In this paper we discuss the construction of differential metrics in probability spaces through entropy functional and examine their relations with the information metric introduced by Rao using the Fisher information matrix in the statistical problem of classification and discrimination, and the classical Bergman metric. It is suggested that the scalar and Ricci curvatures associated with the Bergman information metric may yield results in statistical inference analogous to those of Efron using the Gaussian curvature.

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Source:Copyright of this article belongs to Kazimierz Urbanik Center for Probability and Mathematical Statistics.
ID Code:71854
Deposited On:28 Nov 2011 04:10
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