Estimating a Repeatable Statistical Law by Requiring Its Stability During Observation
Consider a statistically-repeatable, shift-invariant system obeying an unknown probability law p(x) ≡ q2(x): Amplitude q(x) defines a source effect that is to be found. We show that q(x) may be found by considering the flow of Fisher information J → I from source effect to observer that occurs durin...
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| Format: | Article |
| Language: | English |
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MDPI AG
2015-10-01
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| Series: | Entropy |
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| Online Access: | http://www.mdpi.com/1099-4300/17/11/7453 |