Measures of statistical dispersion based on Entropy and Fisher information
نویسندگان
چکیده
منابع مشابه
Measures of statistical dispersion based on Shannon and Fisher information concepts
We propose and discuss two information-based measures of statistical dispersion of positive continuous random variables: the entropy-based dispersion and Fisher information-based dispersion. Although standard deviation is the most frequently employed dispersion measure, we show, that it is not well suited to quantify some aspects that are often expected intuitively, such as the degree of random...
متن کاملGeneralized information-entropy measures and Fisher information
We show how Fisher’s information already known particular character as the fundamental information geometric object which plays the role of a metric tensor for a statistical differential manifold, can be derived in a relatively easy manner through the direct application of a generalized logarithm and exponential formalism to generalized information-entropy measures. We shall first shortly descr...
متن کاملNonparametric Estimation of Information-Based Measures of Statistical Dispersion
We address the problem of non-parametric estimation of the recently proposed measures of statistical dispersion of positive continuous random variables. The measures are based on the concepts of differential entropy and Fisher information and describe the “spread” or “variability” of the random variable from a different point of view than the ubiquitously used concept of standard deviation. The...
متن کاملFisher Information and Statistical Mechanics
Fisher information is an important concept in statistical estimation theory and information theory, but it has received relatively little consideration in statistical physics. In order to rectify this oversight, in this brief note I will review the correspondence between Fisher information and uctuations at thermodynamic equilibrium, and discuss various applications of Fisher information to equ...
متن کاملOn Measures of Entropy and Information
2 Mutual information 3 Mutual information . . . . . . . . . . . . . . . . 3 Multivariate mutual information . . . . . . . . . 3 Interaction information . . . . . . . . . . . . . . 4 Conditional mutual information . . . . . . . . . 5 Binding information . . . . . . . . . . . . . . . . 6 Residual entropy . . . . . . . . . . . . . . . . . . 6 Total correlation . . . . . . . . . . . . . . . . . . 6...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: BMC Neuroscience
سال: 2011
ISSN: 1471-2202
DOI: 10.1186/1471-2202-12-s1-p255