Informative geometry of probability spaces (Q1083139)

The paper deals with the geometrical properties that are induced by the local information content and structures of the parameter space of probability distributions. In this investigation the Rao distance which is the geodesic distance induced by the differential metric associated with the Fisher matrix of the parameter space, plays a major role. Moreover, some affine connections in this informative geometry of the parameter space are studied and thereby elucidating the role of curvature in statistical studies. In addition, closed form expressions for the Rao distances of certain families of probability distributions are given and discussed.