Information Theory and Statistics (Dover Books on Mathematics)

Rating:
Summary: A statistical perspective of Information Theory
Review: The author largely explores information from the vantagepoint of its relationship with statistics. Early on, the basic properties of information are discussed. Information is then illustrated and contextualized with respect to specific probability distributions.

Rating:
Summary: classic text on information theory approach to statistics
Review: This is a very well written text by Kullback. Kullback is well known for the famous Kullback-Liebler information measure of distance between distribution functions. This was the first statistics text to cover statistical methods from the information theory viewpoint and now stands as a classic. For more recent developments see the text by Cover and Thomas. Rissanen also has an interesting book that shows how he used information theory ideas in model selection problems. Information theory goes back to Claude Shannon and others who worked on problems of encoding information for efficient transmission (particularly early telephone applications). This has been very important in electronic communications and is growing in use with modern satellite transmissions and the growing use of computer networks.

Rating:
Summary: classic text on information theory approach to statistics
Review: This is a very well written text by Kullback. Kullback is well known for the famous Kullback-Liebler information measure of distance between distribution functions. This was the first statistics text to cover statistical methods from the information theory viewpoint and now stands as a classic. For more recent developments see the text by Cover and Thomas. Rissanen also has an interesting book that shows how he used information theory ideas in model selection problems. Information theory goes back to Claude Shannon and others who worked on problems of encoding information for efficient transmission (particularly early telephone applications). This has been very important in electronic communications and is growing in use with modern satellite transmissions and the growing use of computer networks.