Statistical information: a Bayesian perspective

DOI10.3390/E14112254MaRDI QIDQ406213zbMATH OpenOpenAlexFDO

Authors Rafael B. Stern, Carlos A. B. Pereira

Publication date 8 September 2014

Published in Entropy (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3390/e14112254

zbMATH Keywords

Blackwell sufficiencylikelihood principlestatistical information

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Bayesian problems; characterization of Bayes procedures (62C10) Information theory (general) (94A15)

Review text

Summary: We explore the meaning of information about quantities of interest. Our approach is divided in two scenarios: the analysis of observations and the planning of an experiment. First, we review the Sufficiency, Conditionality and Likelihood principles and how they relate to trivial experiments. Next, we review Blackwell Sufficiency and show that sampling without replacement is Blackwell Sufficient for sampling with replacement. Finally, we unify the two scenarios presenting an extension of the relationship between Blackwell Equivalence and the Likelihood Principle.

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Cites work

• scientific article; zbMATH DE number 3852188 (Why is no real title available?)
• Inference for a Bernoulli Process (A Bayesian View)
• Uncertainty, Information, and Sequential Experiments

Cited in

(4)

• Statistical information and likelihood. A collection of critical essays by Dr. D. Basu
• Application of prediction models using fuzzy sets: a Bayesian inspired approach
• Role of information in classical and Bayesian modelling
• Information optimality and Bayesian modelling

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