A note on insufficiency and the preservation of Fisher information

DOI10.1214/12-IMSCOLL919MaRDI QIDQ5499693zbMATH OpenFDO

Authors

Publication date 30 July 2015

Published in Institute of Mathematical Statistics Collections (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1107.3797

zbMATH Keywords

sufficiencyscore functionFisher informationdifferentiability in quadratic meanHellinger differentiability of probability modelsLe Cam's distance between statistical models

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10)

Abstract: Kagan and Shepp (2005, Amer. Statist.) presented an elegant example of a mixture model for which an insufficient statistic preserves Fisher information. This note uses the regularity property of differentiability in quadratic mean to provide another explanation for the phenomenon they observed. Some connections with Le Cam's theory for convergence of experiments are noted.

Recommendations

• A note on sufficiency and information loss
• scientific article; zbMATH DE number 5283492
• Loss of information in the presence of nuisance parameters and partial sufficiency
• MLE, information, ancillary complement, and conditional inference with illustrations
• Sample quantiles and additive statistics: Information, sufficiency, estimation

Cited in

(5)

• Sufficient statistic and recoverability via quantum Fisher information
• Fisher information, sufficiency, and ancillarity: some clarifications
• Bounds for the asymptotic distribution of the likelihood ratio
• MLE, information, ancillary complement, and conditional inference with illustrations
• On Fisher information inequalities in the presence of nuisance parameters

This page was built for publication: A note on insufficiency and the preservation of Fisher information

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5499693)