ON THE USING OF THE SHANNON INFORMATION QUANTITY IN THE TASKS ASSOCIATED WITH LINEAR REGRESSION
The article discusses the use of the Shannon information quantity (SIQ) in the tasks associated with linear regression. It is shown that the SIQ contained in the response components with respect to stochastic parameters is expressed through the Fisher information matrix, is a convex functional on th...
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| Format: | Article |
| Language: | English |
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Peter the Great St.Petersburg Polytechnic University
2019-09-01
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| Series: | St. Petersburg Polytechnical University Journal: Physics and Mathematics |
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| Online Access: | https://physmath.spbstu.ru/article/2019.45.14/ |