Post #224

#statistics This is the original paper of Fraser information. Fisher information measures the second moment of the model sensitivity; Shannon information measures compressed information or variation of the information; Kullback (aka KL divergence) distinguishes two distributions. Instead of defining a measure of information for different conditions, Fraser tweaked the Shannon information slightly and made it more generic. The Fraser information can be reduced to Fisher information, Shannon information, and Kullback information under certain conditions. It is such a simple yet powerful idea. Fraser DAS. On Information in Statistics. aoms. 1965;36: 890–896. doi:10.1214/aoms/1177700061 https://projecteuclid.org/journals/annals-of-mathematical-statistics/volume-36/issue-3/On-Information-in-Statistics/10.1214/aoms/1177700061.full