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Keywords:
divergence measures; information radius; statistical experiment; sufficiency of experiments; Shannon's entropy; comparison of experiments; stochastic transformations;; unified scalar parametric generalizations of Jensen difference divergence measure
divergence measures; information radius; statistical experiment; sufficiency of experiments; Shannon's entropy; comparison of experiments; stochastic transformations;; unified scalar parametric generalizations of Jensen difference divergence measure
Summary:
Various information, divergence and distance measures have been used by researchers to compare experiments using classical approaches such as those of Blackwell, Bayesian ets. Blackwell's [1] idea of comparing two statistical experiments is based on the existence of stochastic transformations. Using this idea of Blackwell, as well as the classical bayesian approach, we have compared statistical experiments by considering unified scalar parametric generalizations of Jensen difference divergence measure.
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