Information Theory and Statistics (Dover Books on Mathematics) New edition

It’s a basic book. Great conceptually. Not that useful on practical problems.

no better text on the topic.

good

This is a very well written text by Kullback. Kullback is well known for the famous Kullback-Liebler information measure of distance between distribution functions. This was the first statistics text to cover statistical methods from the information theory viewpoint and now stands as a classic. For more recent developments see the text by Cover and Thomas. Rissanen also has an interesting book that shows how he used information theory ideas in model selection problems. Information theory goes back to Claude Shannon and others who worked on problems of encoding information for efficient transmission (particularly early telephone applications). This has been very important in electronic communications and is growing in use with modern satellite transmissions and the growing use of computer networks.

It has listed almost all the results of information and statistics before 1958. The strange thing is that since then there are no breakthrough in that area and few people concentrating in that area.

Appears well written and thorough, heavy with citations and formulae. Assumes from the start a familiarity with some that I was unfamiliar with (sigma-algebra and Borel field). I got scared off pretty quickly, and as such am not really qualified to review this book.The three stars are for the publisher's failure to relay this to me. Admittedly, nothing about the Amazon page indicated that it was an introductory text, but it had general enough sounding title that I expected my undergraduate math education to be sufficient prerequisite understanding, which it wasn't.The preface states that "the subject of this book is the study of logarithmic measures of information and their application to the testing of statistical hypotheses". At the very least, this should have been on the Amazon page so I knew what I was getting into. Page previews would have been better.