An identity for the Fisher information and Mahalanobis distance

Abram Kagan; Bing Li

doi:10.1016/j.jspi.2008.02.017

An identity for the Fisher information and Mahalanobis distance

Abram Kagan, Bing Li

Statistics

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

Abstract

Consider a mixture problem consisting of k classes. Suppose we observe an s-dimensional random vector X whose distribution is specified by the relations P (X ∈ A

Original language	English (US)
Pages (from-to)	3950-3959
Number of pages	10
Journal	Journal of Statistical Planning and Inference
Volume	138
Issue number	12
DOIs	https://doi.org/10.1016/j.jspi.2008.02.017
State	Published - Dec 1 2008

All Science Journal Classification (ASJC) codes

Statistics and Probability
Statistics, Probability and Uncertainty
Applied Mathematics

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10.1016/j.jspi.2008.02.017

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An identity for the Fisher information and Mahalanobis distance

Abstract

All Science Journal Classification (ASJC) codes

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