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多个离散分布的信息差度量的渐近分布
Asymptotic Distributions of a Measure of Information Discrepancy Among Multiple Discrete Distributions
【摘要】 本文中对于多信息源的信息差异性度量B,我们研究了B(u1,u2,…,us)的渐近分布,其中u1,u2,…us是某个概率分布的样本估计.在某些较弱的条件下,我们证明了nB(u1,u2,…,us)的极限分布是自由度为1的X2分布的加权和,其中n是样本容量,u1,u2,…,us不必相互独立.
【Abstract】 For a measure of information discrepancy B, in this paper we investigate the asymptotic distributions of B(u1 ,u2,…, us), where u1,u2,…, us are sample-based estimators of a common probability distribution. Under some mild conditions, we prove that the limiting distribution of nB(u1,u2,…, us) is the one of weighted sum of chi square variables with one degree of freedom, where u1,u2,…, us may not be independent of one another and n is the sample size.
【关键词】 渐近分布;
离散多项分布;
信息差;
熵;
【Key words】 asymptotic distributions; discrete multinomial distributions; information discrepancy; entropy;
【Key words】 asymptotic distributions; discrete multinomial distributions; information discrepancy; entropy;
- 【文献出处】 应用数学学报 ,Acta Mathematicae Applicatae Sinica , 编辑部邮箱 ,2006年05期
- 【分类号】O211
- 【被引频次】1
- 【下载频次】69