Abstract
This chapter contains sections titled: Method of Types Law of Large Numbers Universal Source Coding Large Deviation Theory Examples of Sanov's Theorem Conditional Limit Theorem Hypothesis Testing Chernoff–Stein Lemma Chernoff Information Fisher Information and the Cramér–Rao Inequality Summary Problems Historical Notes
Keywords
Lemma (botany)Information theoryMathematicsShannon's source coding theoremChernoff boundStatisticsMathematical economicsEconometricsDiscrete mathematicsPrinciple of maximum entropy
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Publication Info
- Year
- 2005
- Type
- other
- Pages
- 347-408
- Citations
- 737
- Access
- Closed
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Cite This
Thomas M. Cover,
Joy A. Thomas
(2005).
Information Theory and Statistics.
, 347-408.
https://doi.org/10.1002/047174882x.ch11
Identifiers
- DOI
- 10.1002/047174882x.ch11