Discrete Versions of Jensen–Fisher, Fisher and Bayes–Fisher Information Measures of Finite Mixture Distributions
In this work, we first consider the discrete version of Fisher information measure and then propose Jensen–Fisher information, to develop some associated results. Next, we consider Fisher information and Bayes–Fisher information measures for mixing parameter vector of a finite mixture probability ma...
Main Authors: | , |
---|---|
Format: | Article |
Language: | English |
Published: |
MDPI AG
2021-03-01
|
Series: | Entropy |
Subjects: | |
Online Access: | https://www.mdpi.com/1099-4300/23/3/363 |
_version_ | 1797540813217988608 |
---|---|
author | Omid Kharazmi Narayanaswamy Balakrishnan |
author_facet | Omid Kharazmi Narayanaswamy Balakrishnan |
author_sort | Omid Kharazmi |
collection | DOAJ |
description | In this work, we first consider the discrete version of Fisher information measure and then propose Jensen–Fisher information, to develop some associated results. Next, we consider Fisher information and Bayes–Fisher information measures for mixing parameter vector of a finite mixture probability mass function and establish some results. We provide some connections between these measures with some known informational measures such as chi-square divergence, Shannon entropy, Kullback–Leibler, Jeffreys and Jensen–Shannon divergences. |
first_indexed | 2024-03-10T13:06:22Z |
format | Article |
id | doaj.art-0063de9f7ba14390a0642a7db74c149f |
institution | Directory Open Access Journal |
issn | 1099-4300 |
language | English |
last_indexed | 2024-03-10T13:06:22Z |
publishDate | 2021-03-01 |
publisher | MDPI AG |
record_format | Article |
series | Entropy |
spelling | doaj.art-0063de9f7ba14390a0642a7db74c149f2023-11-21T11:02:53ZengMDPI AGEntropy1099-43002021-03-0123336310.3390/e23030363Discrete Versions of Jensen–Fisher, Fisher and Bayes–Fisher Information Measures of Finite Mixture DistributionsOmid Kharazmi0Narayanaswamy Balakrishnan1Department of Statistics, Faculty of Mathematical Sciences, Vali-e-Asr University of Rafsanjan, P.O. Box 518, Rafsanjan, IranDepartment of Mathematics and Statistics, McMaster University, Hamilton, ON L8S 4K1, CanadaIn this work, we first consider the discrete version of Fisher information measure and then propose Jensen–Fisher information, to develop some associated results. Next, we consider Fisher information and Bayes–Fisher information measures for mixing parameter vector of a finite mixture probability mass function and establish some results. We provide some connections between these measures with some known informational measures such as chi-square divergence, Shannon entropy, Kullback–Leibler, Jeffreys and Jensen–Shannon divergences.https://www.mdpi.com/1099-4300/23/3/363Fisher informationBayes–Fisher informationchi-square divergenceKullback–Leibler divergenceJensen–Shannon entropy |
spellingShingle | Omid Kharazmi Narayanaswamy Balakrishnan Discrete Versions of Jensen–Fisher, Fisher and Bayes–Fisher Information Measures of Finite Mixture Distributions Entropy Fisher information Bayes–Fisher information chi-square divergence Kullback–Leibler divergence Jensen–Shannon entropy |
title | Discrete Versions of Jensen–Fisher, Fisher and Bayes–Fisher Information Measures of Finite Mixture Distributions |
title_full | Discrete Versions of Jensen–Fisher, Fisher and Bayes–Fisher Information Measures of Finite Mixture Distributions |
title_fullStr | Discrete Versions of Jensen–Fisher, Fisher and Bayes–Fisher Information Measures of Finite Mixture Distributions |
title_full_unstemmed | Discrete Versions of Jensen–Fisher, Fisher and Bayes–Fisher Information Measures of Finite Mixture Distributions |
title_short | Discrete Versions of Jensen–Fisher, Fisher and Bayes–Fisher Information Measures of Finite Mixture Distributions |
title_sort | discrete versions of jensen fisher fisher and bayes fisher information measures of finite mixture distributions |
topic | Fisher information Bayes–Fisher information chi-square divergence Kullback–Leibler divergence Jensen–Shannon entropy |
url | https://www.mdpi.com/1099-4300/23/3/363 |
work_keys_str_mv | AT omidkharazmi discreteversionsofjensenfisherfisherandbayesfisherinformationmeasuresoffinitemixturedistributions AT narayanaswamybalakrishnan discreteversionsofjensenfisherfisherandbayesfisherinformationmeasuresoffinitemixturedistributions |