Information Theory and Statistics

Thomas M. Cover; Joy A. Thomas

doi:10.1002/047174882x.ch11

Abstract

This chapter contains sections titled: Method of Types Law of Large Numbers Universal Source Coding Large Deviation Theory Examples of Sanov's Theorem Conditional Limit Theorem Hypothesis Testing Chernoff–Stein Lemma Chernoff Information Fisher Information and the Cramér–Rao Inequality Summary Problems Historical Notes

Keywords

Lemma (botany)Information theoryMathematicsShannon's source coding theoremChernoff boundStatisticsMathematical economicsEconometricsDiscrete mathematicsPrinciple of maximum entropy

Affiliated Institutions

Palo Alto Institute US

Related Publications

Elements of Information Theory

Thomas M. Cover , Joy A. Thomas

Preface to the Second Edition. Preface to the First Edition. Acknowledgments for the Second Edition. Acknowledgments for the First Edition. 1. Introduction and Preview. 1.1 Prev...

2001 37385 citations

Publication Info

Year: 2005
Type: other
Pages: 347-408
Citations: 737
Access: Closed

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APA Style

                            
                                    Thomas M. Cover, 
                                
                                    Joy A. Thomas
                                
                            (2005). 
                            Information Theory and Statistics. 
                            
                            , 347-408.
                            https://doi.org/10.1002/047174882x.ch11

Identifiers

DOI: 10.1002/047174882x.ch11