62C05 General considerations
- On the Rate of Information Gain in Experiments with a Finite Parameter Set (1999)
- Let (Epsilon_k) be a sequence of experiments with the same finite parameter set. Suppose only that identification of the parameter is possible asymptotically. For large classes of information functionals we show that their exponential rates of convergence towards complete information coincide. As a special case we obtain the rate of the Shannon capacity of product experiments.