Felsenstein, Klaus; Pötzelberger, Klaus - In: Journal of Multivariate Analysis 67 (1998) 1, pp. 99-127
We study the loss of information (measured in terms of the Kullback-Leibler distance) caused by observing "grouped" data (observing only a discretized version of a continuous random variable). We analyze the asymptotical behaviour of the loss of information as the partition becomes finer. In the...