Various information, divergence and distance measures have been used by researchers to compare experiments using classical approaches such as those of Blackwell, Bayesian ets. Blackwell's [1] idea of comparing two statistical experiments is based on the existence of stochastic transformations. Using this idea of Blackwell, as well as the classical bayesian approach, we have compared statistical experiments by considering unified scalar parametric generalizations of Jensen difference divergence measure.
@article{104481, author = {Inder Jeet Taneja and Luis Pardo and D. Morales}, title = {$(R,S)$-information radius of type $t$ and comparison of experiments}, journal = {Applications of Mathematics}, volume = {36}, year = {1991}, pages = {440-455}, zbl = {0748.62003}, mrnumber = {1134921}, language = {en}, url = {http://dml.mathdoc.fr/item/104481} }
Taneja, Inder Jeet; Pardo, Luis; Morales, D. $(R,S)$-information radius of type $t$ and comparison of experiments. Applications of Mathematics, Tome 36 (1991) pp. 440-455. http://gdmltest.u-ga.fr/item/104481/
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