A Criterion for Selecting Information-Preserving Data Reductions for Use in the Design of Multiple Parameter Estimators

Stephen P. Bruzzone, Mostafa Kaveh

Research output: Contribution to journalArticle

7 Scopus citations

Abstract

A scalar measure of the fractional amount of the total information for parameter estimation that is retained when a record of raw data is reduced to a given statistic is introduced. This measure, the relative information index (RII), is a function of Fisher's information matrices for the statistic and for the raw data, and it resembles an efficiency measure in that it acquires values between zero and one. A criterion, based on the RII, is formulated for statistic selection, and some applications are discussed.

Original languageEnglish (US)
Pages (from-to)466-470
Number of pages5
JournalIEEE Transactions on Information Theory
Volume29
Issue number3
DOIs
StatePublished - May 1983

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