M. Studeny:
Asymptotic behaviour of empirical multiinformation.
Kybernetika 23 (1987), n. 2, pp.
124-135.
- Abstract
- The asymptotic behaviour of an estimator of multiinformation
(namely, the multiinformation of the empirical measure) is
investigated. It is shown that it qualitatively depends on the value
of a certain numerical characteristic. If this characteristic is
non-zero then the estimator is asymtotically normally distributed.
In the opposite case the asymptotic distribution of the estimator
is the distribution of a weighted sum of squares of independent
normally distributed random variables. A method how to find the
respective weights is indicated.
- AMS classification 62F12, 62E20, 94A17
- Keywords
- multiinformation
- asymptotic behaviour
- truncated product measure
- A
scanned pdf copy (526kB) is available.
The paper builds on the work:
- Z. K. Lomicki and S. Z. Zaremba:
The asymptotic distributions of estimators of the amount of transmitted
information. Information and Control
2 (1959), n. 3, pp. 260-284.