Hellinger and information processes in filtered experiments, part I: general concepts

Autor: Dzhaparidze, Kacha, Spreij, Peter, Valkeila, Esko.
Přispěvatelé: KDV (FNWI)
Rok vydání: 1999
Popis: In this paper we define randomized filtered experiments with an abstract parameter space and analyze some properties of this concept. To that end we introduce three special probability measures that dominate a given expirement, called geodesic measure, arithmetic and geometric mean measures, and a generalized Hellinger process for an abstract family of probability measures. We also introduce and analyze the Kullback-Leibler information process of a posterior distribution on the parameter space with respect to a prior and give an expression for this in terms of the concepts given above.
Databáze: OpenAIRE