Deficiency distance between multinomial and multivariate normal experiments
نویسندگان
چکیده
منابع مشابه
Deficiency Distance between Multinomial and Multivariate Normal Experiments
The deficiency distance between a multinomial and a multivariate normal experiment is bounded under a condition that the parameters are bounded away from zero. This result can be used as a key step in establishing asymptotic normal approximations to nonparametric density estimation experiments. The bound relies on the recursive construction of explicit Markov kernels that can be used to reprodu...
متن کاملMultivariate Fuzzy Multinomial Control Charts
Abstract: Two approaches for constructing control charts to monitor multivariate attribute processes when data set is presented in linguistic form are suggested. Two monitoring statistics 2 f T and are developed based on fuzzy and probability theories. The first is similar to the Hotelling’s statistic and is based on representative values of fuzzy sets. The distribution of statistic, being a li...
متن کاملOn bounds for the Fisher-Rao distance between multivariate normal distributions
Information geometry is approached here by considering the statistical model of multivariate normal distributions M as a Riemannian manifold with the natural metric provided by the Fisher information matrix. This differential geometric approach to probability theory, introduced by C. Rao in 1945, have been recently applied to different domains such as statistical inference, mathematical program...
متن کاملOn the Distance between Normal Matrices
The least upper bound for the norm distance between two normal matrices is given in terms of their eigenvalues exclusively, thus solving a problem which appears to be long open.
متن کاملRao ’ S Distance for Negative Multinomial Distributions
SUMMARY. Rao (1945) proposed a method, based on Fisher's information matrix, for measuring distance between distributions of a parametric family satisfying certain regularity conditions. In this paper, Rao's (1945) method is applied to obtain the distance between two negative multinomial distributions. Some other properties are discussed too.
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: The Annals of Statistics
سال: 2002
ISSN: 0090-5364
DOI: 10.1214/aos/1028674839