Jeffreys' prior is the Hausdorff measure for the Hellinger and Kullback-Leibler distances
- On a family F of probability measures on a measure space we consider the Hellinger and Kullback-Leibler distances. We show that under suitable regulari ty conditions Jeffreys' prior is proportional to the k-dimensional Hausdorff measure w.r.t. Hellinger dis tance respectively to the k2 -dimensional Hausdorff measure w.r.t. Kullback-Leibler distance. The proof i s based on an area-formula for the Hausdorff measure w.r.t. to generalized distances.
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| Author: | Werner Doster |
|---|---|
| URN: | urn:nbn:de:hbz:386-kluedo-7271 |
| Document Type: | Preprint |
| Language of publication: | English |
| Year of Completion: | 1998 |
| Year of first Publication: | 1998 |
| Publishing Institution: | Technische Universität Kaiserslautern |
| Date of the Publication (Server): | 2000/04/03 |
| Faculties / Organisational entities: | Kaiserslautern - Fachbereich Mathematik |
| DDC-Cassification: | 5 Naturwissenschaften und Mathematik / 510 Mathematik |
| Licence (German): |  Standard gemäß KLUEDO-Leitlinien vor dem 27.05.2011 |