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A criterion for selecting information- preserving data reductions for use in the design of multiple- parameter estimators (Corresp.)

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2 Author(s)

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.

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Information Theory, IEEE Transactions on  (Volume:29 ,  Issue: 3 )