The Surprise Index for the Multivariate Normal Distribution

DOI10.1214/AOMS/1177728079MaRDI QIDQ3234890zbMATH OpenOpenAlexFDO

Authors Irving John Good

Publication date 1956

Published in Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1214/aoms/1177728079

zbMATH Keywords

multivariate normal distributionsurprise index

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Cited in

(9)

• The likelihood of various stock market return distributions. I: Principles of inference
• Of bits and wows: a Bayesian theory of surprise with applications to attention
• Bayesian measures of surprise for outlier detection
• A new approach to Bayesian hypothesis testing
• Bayesian ikference procedures derived via the concept of relative surprise
• Analysis of variance for Bayesian inference
• ValidP-Values Behave Exactly as They Should: Some Misleading Criticisms ofP-Values and Their Resolution WithS-Values
• The evidence interval and the Bayesian evidence value: On a unified theory for Bayesian hypothesis testing and interval estimation
• Significance testing with no alternative hypothesis: A measure of surprise

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