TY - JOUR
T1 - A Criterion for Selecting Information-Preserving Data Reductions for Use in the Design of Multiple Parameter Estimators
AU - Bruzzone, Stephen P.
AU - Kaveh, Mostafa
PY - 1983/5
Y1 - 1983/5
N2 - A scalar measure of the fractional amount of the total information for parameter estimation that is retained when a record of raw data is reduced to a given statistic is introduced. This measure, the relative information index (RII), is a function of Fisher's information matrices for the statistic and for the raw data, and it resembles an efficiency measure in that it acquires values between zero and one. A criterion, based on the RII, is formulated for statistic selection, and some applications are discussed.
AB - A scalar measure of the fractional amount of the total information for parameter estimation that is retained when a record of raw data is reduced to a given statistic is introduced. This measure, the relative information index (RII), is a function of Fisher's information matrices for the statistic and for the raw data, and it resembles an efficiency measure in that it acquires values between zero and one. A criterion, based on the RII, is formulated for statistic selection, and some applications are discussed.
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U2 - 10.1109/TIT.1983.1056657
DO - 10.1109/TIT.1983.1056657
M3 - Article
AN - SCOPUS:0020748802
SN - 0018-9448
VL - 29
SP - 466
EP - 470
JO - IEEE Transactions on Information Theory
JF - IEEE Transactions on Information Theory
IS - 3
ER -