Information and the likelihood function in exponential families

Research output: Contribution to journalArticle

11 Citations (Scopus)

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.

Original languageEnglish (US)
Pages (from-to)73-75
Number of pages3
JournalAmerican Statistician
Volume42
Issue number1
DOIs
StatePublished - 1988
Externally publishedYes

Fingerprint

Exponential Family
Likelihood Function
Divergence
Exponential family
Context
Relationships

ASJC Scopus subject areas

  • Mathematics(all)
  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Cite this

Information and the likelihood function in exponential families. / McCulloch, Robert.

In: American Statistician, Vol. 42, No. 1, 1988, p. 73-75.

Research output: Contribution to journalArticle

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