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zbMATH Open
Article . 2000
Data sources: zbMATH Open
Studia Scientiarum Mathematicarum Hungarica
Article . 2000 . Peer-reviewed
Data sources: Crossref
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Jeffreys’ prior is the Hausdorff measure for the Hellinger and Kullback-Leibler distances

Jeffreys' prior is the Hausdorff measure for the Hellinger and Kullback-Leibler distances
Authors: Doster, Werner;

Jeffreys’ prior is the Hausdorff measure for the Hellinger and Kullback-Leibler distances

Abstract

Let \((\Omega, {\mathcal A}, F = \{ P_\vartheta\} _{\vartheta \in \Theta})\) be a dominated statistical experiment with \( \Theta \subset \mathbb R ^ k\) such that \( P_\vartheta \not= P_{\vartheta'} \) for \( \vartheta \neq \vartheta'\). Let \(\{ f_\vartheta \} _{\vartheta \in \Theta} \) be the corresponding family of \(\mu\)-densities. Let \( d(\vartheta, \vartheta ')\) and \( K(\vartheta, \vartheta ')\), respectively, denote the Hellinger distance and the Kullback-Leibler distance of \(P_\vartheta \) and \(P_{\vartheta'}\). Moreover assume that \( \vartheta \mapsto \sqrt{f_\vartheta} \in L^ 2 (\mu)\) is locally Lipschitz. Using an area-formula for Hausdorff measures for (generalized) distances, the paper shows that the \(k\)-dimensional Hausdorff measure for \(d\) and the \(k/2\)-dimensional Hausdorff measure for \(K\) are both proportional to Jeffreys' prior.

Country
Germany
Related Organizations
Keywords

ddc:510, Jeffrey's prior, Hellinger distance, Hausdorff and packing measures, Bayesian inference, Statistical aspects of information-theoretic topics, Hausdorff measure, Kullback-Leibler distance

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
0
Average
Average
Average
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