Information in Censored Models.
FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS
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Criteria are developed for measuring information in the randomly right-censored model. Measures which are appropriate include an extension of Shannons entropy. The measures are seen to satisfy some fundamental theorems including i the uncensored case is always at least as informative as any censored model, ii information decreases as censoring increases stochastically, and iii the information gain is marginally decreasing. Additional keywords random variables statistical inference.
- Statistics and Probability