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Information-Geometric Approach for a One-Sided Truncated Exponential Family

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In information geometry, there has been extensive research on the deep connections between differential geometric structures, such as the Fisher metric and the α-connection, and the statistical theory for statistical… Click to show full abstract

In information geometry, there has been extensive research on the deep connections between differential geometric structures, such as the Fisher metric and the α-connection, and the statistical theory for statistical models satisfying regularity conditions. However, the study of information geometry for non-regular statistical models is insufficient, and a one-sided truncated exponential family (oTEF) is one example of these models. In this paper, based on the asymptotic properties of maximum likelihood estimators, we provide a Riemannian metric for the oTEF. Furthermore, we demonstrate that the oTEF has an α = 1 parallel prior distribution and that the scalar curvature of a certain submodel, including the Pareto family, is a negative constant.

Keywords: information; sided truncated; truncated exponential; family; one sided; geometry

Journal Title: Entropy
Year Published: 2023

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