1: In this paper we discuss measures of information and divergence and model selection criteria. Three classes of measures, Fisher-type, divergencetype and entropy-type measures, are discussed and their properties are presented. Information through censoring and truncation is presented and model selection criteria are investigated including the Akaike Information Criterion (AIC) and the Diverge...

A non-parametric symmetric measure of divergence which belongs to the family of Csiszár’s f -divergences is proposed. Its properties are studied and bounds in terms of some well known divergence measures obtained. An application to the mutual information is considered. A parametric measure of information is also derived from the suggested non-parametric measure. A numerical illustration to comp...