The Asymptotic Loss of Information for Grouped Data
We study the loss of information (measured in terms of the Kullback- Leibler distance) caused by observing "grouped" data (observing only a discretized version of a continuous random variable). We analyse the asymptotical behaviour of the loss of information as the partition becomes finer....
| Main Authors: | , |
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| Format: | Others |
| Language: | en |
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Department of Statistics and Mathematics, WU Vienna University of Economics and Business
1995
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| Online Access: | http://epub.wu.ac.at/1432/1/document.pdf |