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...

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Main Authors: Omid Kharazmi, Narayanaswamy Balakrishnan
Format: Article
Language:English
Published: MDPI AG 2021-03-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/23/3/363
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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.
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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
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