The Annals of Mathematical Statistics
- Ann. Math. Statist.
- Volume 29, Number 2 (1958), 571-575.
Probabilities of Hypotheses and Information-Statistics in Sampling from Exponential-Class Populations
This paper is concerned with inequalities connecting probabilities of hypotheses using Bayes' theorem (a posteriori probabilities), a priori probabilities, and Kullback-Leibler information-statistics in sampling from populations belonging to the exponential class of populations. As a corollary, it is shown that if it is known that the a priori probabilities are all equal, the choice of the hypothesis with the minimum Kullback-Leibler information-statistic is the same as the choice of the hypothesis with the maximum a posteriori probability, and conversely.
Ann. Math. Statist., Volume 29, Number 2 (1958), 571-575.
First available in Project Euclid: 27 April 2007
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Kupperman, Morton. Probabilities of Hypotheses and Information-Statistics in Sampling from Exponential-Class Populations. Ann. Math. Statist. 29 (1958), no. 2, 571--575. doi:10.1214/aoms/1177706633. https://projecteuclid.org/euclid.aoms/1177706633
- See Correction: Morton Kupperman. Correction to "Probabilities of Hypotheses and Information-Statistics in Sampling From Exponential-Class Populations". Ann. Math. Statist., Vol. 29, Iss. 4 (1958) 1278.