An identity for the Fisher information and Mahalanobis distance

Abram Kagan, Bing Li

Research output: Contribution to journalArticle

2 Scopus citations

Abstract

Consider a mixture problem consisting of k classes. Suppose we observe an s-dimensional random vector X whose distribution is specified by the relations P (X ∈ A

Original languageEnglish (US)
Pages (from-to)3950-3959
Number of pages10
JournalJournal of Statistical Planning and Inference
Volume138
Issue number12
DOIs
StatePublished - Dec 1 2008

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty
  • Applied Mathematics

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