#statistics This is the original paper of Fraser information. Fisher information measures the second moment of the model sensitivity; Shannon information measures compressed information or variation of the information; Kullback (aka KL divergence) distinguishes two distributions.Instead of defining a measure of information for different conditions, Fraser tweaked the Shannon information slightly and made it more generic. The Fraser information can be reduced to Fisher information, Shannon information, and Kullback information under certain conditions.It is such a simple yet powerful idea.Fraser DAS. On Information in Statistics. aoms. 1965;36: 890–896. doi:10.1214/aoms/1177700061

#statistics

This is the original paper of Fraser information.

Fisher information measures the second moment of the model sensitivity; Shannon information measures compressed information or variation of the information; Kullback (aka KL divergence) distinguishes two distributions.
Instead of defining a measure of information for different conditions, Fraser tweaked the Shannon information slightly and made it more generic. The Fraser information can be reduced to Fisher information, Shannon information, and Kullback information under certain conditions.

It is such a simple yet powerful idea.

Fraser DAS. On Information in Statistics. aoms. 1965;36: 890–896. doi:10.1214/aoms/1177700061
https://projecteuclid.org/journals/annals-of-mathematical-statistics/volume-36/issue-3/On-Information-in-Statistics/10.1214/aoms/1177700061.full

EUCLID

On Information in Statistics

The three familiar definitions of statistical information, Fisher (1925), Shannon (1948), and Kullback (1959), are closely tied to asymptotic properties, hypothesis testing, and a general principle that information should be additive. A definition of information…