This note contains a simple proof of the minimum discrimination information theorem in Kullback (1959) Information Theory and Statistics. Wiley, New York, pp. 36--39 and an affirmative answer to a suggestion in a personal communication from Dr. I. J. Good that the theorem could be applied even to random elements of a Banach space.
CITATION STYLE
Kullback, S., & Khairat, M. A. (1966). A Note on Minimum Discrimination Information. The Annals of Mathematical Statistics, 37(1), 279–280. https://doi.org/10.1214/aoms/1177699619
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