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Information in experiments and sufficiency
Authors:K. Ferentinos  T. Papaioannou
Affiliation:University of Ioannina, Ioannina, Greece
Abstract:We define measures of information contained in an experiment which are by-products of the parametric measures of Fisher, Vajda, Mathai and Boekee and the non-parametric measures of Bhattacharyya, Rényi, Matusita, Kagan and Csiszár. We use these measures to compare sufficient experiments according to Blackwell's definition. In particular, we prove that if δX and δY are two experiments and δXδY then lXly for all of the above measures.
Keywords:62B10  62B15  Parametric and non-parametric measures of information  Information in experiments  Sufficiency
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