Discrete approximations to the Csiszár, Renyi, and Fisher measures of information
Konstantinos Zografos, Kosmas K. Ferentinos, Takis Papaioannou · Canadian Journal of Statistics · 1986
Abstract The problem of loss of information due to the discretization of data and its estimate is studied for various measures of information. The results of Ghurye and Johnson (1981) are generalized and supplemented for the Csiszár and Renyi measures of information as well as for Fisher's information matrix.