In this paper we study the loss of Fisher information in approximating a continous distribution by a multinominal distribution coming from a partition of the sample space into a finite number of intervals. We describe and characterize the Fisher information as a function of the partition chosen especially for location parameters. For a small number of intervals the consequences of the choice is demonstrated by instructive examples. For increasing number of individuals we give the asymptotically optimal partition. (author's abstract) / Series: Forschungsberichte / Institut für Statistik
| Identifer | oai:union.ndltd.org:VIENNA/oai:epub.wu-wien.ac.at:epub-wu-01_a09 |
| Date | January 1991 |
| Creators | Pötzelberger, Klaus, Felsenstein, Klaus |
| Publisher | Department of Statistics and Mathematics, WU Vienna University of Economics and Business |
| Source Sets | Wirtschaftsuniversität Wien |
| Language | English |
| Detected Language | English |
| Type | Working Paper, NonPeerReviewed |
| Format | application/pdf |
| Relation | http://epub.wu.ac.at/1700/ |
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