Résumé
On définit une mesure d'information analogue à l'information de Fisher pour les mesures de probabilité dont le support est l'ensemble des entiers non-négatifs. Cette information possède des propriétés similaires à l'information de Fisher et donne deux caractérisations différentes de la loi de Poisson. Ceci conduit à une caractérisation des suites de mesures de probabilité ayant comme points d'accumulation des lois de Poisson.
Une partie de ce travail a été complété lorsque les auteurs étaient membres du MSRI à Berkeley. Les auteurs sont reconnaissants aux NSF et CRSNG.
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© 1987 Springer-Verlag
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Johnstone, I.M., MacGibbon, B. (1987). Une mesure d'information caracterisant la loi de poisson. In: Azéma, J., Yor, M., Meyer, P.A. (eds) Séminaire de Probabilités XXI. Lecture Notes in Mathematics, vol 1247. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0077656
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DOI: https://doi.org/10.1007/BFb0077656
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