Volume 10, Issue 2 (7-2024)                   mmr 2024, 10(2): 1-20 | Back to browse issues page

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Similar and informative statistics and its applications
Mehdi Shams 1, Gholamreza Hesamian2
1- University of Kashan , mehdi_shams1357@yahoo.com
2- payame Noor University
Abstract:   (95 Views)
In the case of large amounts of information, the data should be summarized in such a way that no valuable information is lost. Sufficient statistics are used for this purpose. In this paper, by defining similar statistics, a method for calculating these statistics is presented. Informative statistics are then defined under several different loss functions. The concept of sufficiency is used to identify two characteristics, similarity and informativeness. Finally, under several different loss functions, in the case of Gaussian observation errors and linear systems, informative statistics are found.
 
Keywords: Similar statistics, informative statistics, time series.
Full-Text [PDF 288 kb]   (100 Downloads)    
Type of Study: Original Manuscript | Subject: stat
Received: 2023/05/7 | Revised: 2024/07/9 | Accepted: 2023/08/19 | Published: 2023/12/31 | ePublished: 2023/12/31
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