关于Fisher信息量的不充分性和保持性的一个注记
A note on insufficiency and the preservation of Fisher information
摘要:
Kagan and Shepp(2005,Amer. Statistist.)提出了一个优雅的混合模型的例子,其中不充分的统计保留费舍尔信息。本文利用二次平均值中可微性的规律性,为他们观察到的现象提供了另一种解释。一些连接与Le Cam的理论收敛的实验注意到。
英文摘要:
Kagan and Shepp (2005, Amer. Statist.) presented an elegant example of a mixture model for which an insufficient statistic preserves Fisher information. This note uses the regularity property of differentiability in quadratic mean to provide another explanation for the phenomenon they observed. Some connections with Le Cam's theory for convergence of experiments are noted.
机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。