On the Rate of Information Gain in Experiments with a Finite Parameter Set

Let (Epsilon_k) be a sequence of experiments with the same finite parameter set. Suppose only that identification of the parameter is possible asymptotically. For large classes of information functionals we show that their exponential rates of convergence towards complete information coincide. As a special case we obtain the rate of the Shannon capacity of product experiments.

Metadaten
Author:	Jürgen Krob, Heinrich v. Weizsäcker
URN:	urn:nbn:de:hbz:386-kluedo-7321
Document Type:	Preprint
Language of publication:	English
Year of Completion:	1999
Year of first Publication:	1999
Publishing Institution:	Technische Universität Kaiserslautern
Date of the Publication (Server):	2000/04/03
Tag:	Shannon capacity; deficiency; exponential rate; f-dissimilarity; information; large deviations; statistical experiment
Faculties / Organisational entities:	Kaiserslautern - Fachbereich Mathematik
DDC-Cassification:	5 Naturwissenschaften und Mathematik / 510 Mathematik
MSC-Classification (mathematics):	62-XX STATISTICS / 62Bxx Sufficiency and information / 62B10 Information-theoretic topics [See also 94A17]
	62-XX STATISTICS / 62Cxx Decision theory [See also 90B50, 91B06; for game theory, see 91A35] / 62C05 General considerations
	94-XX INFORMATION AND COMMUNICATION, CIRCUITS / 94Axx Communication, information / 94A17 Measures of information, entropy
Licence (German):	Standard gemäß KLUEDO-Leitlinien vor dem 27.05.2011