Information and the likelihood function in exponential families

Research output: Contribution to journalArticle

11 Scopus citations

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 - Feb 1988
Externally publishedYes

ASJC Scopus subject areas

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

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