Comparison of experiments based on generalized entropy measures.

Abstract

Taneja (1989) studied a unified (r,s)-entropy which includes as a particular case some of the known entropies.Based on this unified (r,s)-entropy, we have defined the average amount of information provided by an experiment X over the unknown parameter theta with prior knowledge p(theta). By using average amount of information in unified form, we have compared experiments based on bayesian approach. Some connections with the criteria of Blackwell and Lehmann are also made.