Relative sufficiency

Robert Popoli, Jerry M. Mendel · IEEE Transactions on Automatic Control · 1993

By the classical definition of a sufficient statistic, either a statistic is or is not sufficient. A measure called relative sufficiency, by which the degree of sufficiency can be defined for the problem of random parameter estimation is presented. It is shown that relative sufficiency is equivalent to the Kullback-Leibler information measure. Its calculation and interpretation are illustrated for the estimation of a scalar random variable.>

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