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On Information and Sufficiency

Solomon Kullback, +1 more
- 01 Mar 1951 - 
- Vol. 22, Iss: 1, pp 79-86
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This article is published in Annals of Mathematical Statistics.The article was published on 1951-03-01 and is currently open access. It has received 16176 citations till now.

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TL;DR: In this paper, the authors consider the problem of comparing complex hierarchical models in which the number of parameters is not clearly defined and derive a measure pD for the effective number in a model as the difference between the posterior mean of the deviances and the deviance at the posterior means of the parameters of interest, which is related to other information criteria and has an approximate decision theoretic justification.