The statistical information contained in additional observations
Let EnEn\mathscr{E}^n be a statistical experiment based on nnn i.i.d. observations. We compare EnEn\mathscr{E}^n with En+rnEn+rn\mathscr{E}^{n+r_n}. The gain of information due to the rnrnr_n additional observations is measured by the deficiency distance Δ(En,En+rn)Δ(En,En+rn)\Delta (\mathscr{E}^n,...
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| Main Author: | |
|---|---|
| Format: | Article (Journal) |
| Language: | English |
| Published: |
1986
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| In: |
The annals of statistics
Year: 1986, Volume: 14, Issue: 2, Pages: 665-678 |
| ISSN: | 2168-8966 |
| DOI: | 10.1214/aos/1176349945 |
| Online Access: | Volltext Volltext Volltext 
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| Author Notes: | Enno Mammen |
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