Information and the Likelihood Function in Exponential Families |
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| Authors: | Robert E McCulloch |
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| Institution: | Graduate School of Business, University of Chicago , Illinois , 60637 , USA |
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| Abstract: | A very strong relationship between the directed Kullback divergence and the likelihood function emerges simply and naturally in the context of exponential families. The directed Kullback divergence is an information-theoretic measure of the distance from one distribution to another. |
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| Keywords: | Estimation Hypergeometric James-Stein Likelihood ratio Normal Range-preserving Shrinkage Uniform |
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