On a class of perimeter-type distances of probability distributions
Existence, uniqueness and evaluation of log-optimal investment portfolio
On dimensioning of samples in testing hypotheses
Statistical analysis and applications of log-optimal investments
Bound on extended -divergences for a variety of classes
The concept of -divergences was introduced by Csiszár in 1963 as measures of the ‘hardness’ of a testing problem depending on a convex real valued function on the interval . The choice of this parameter can be adjusted so as to match the needs for specific applications. The definition and some of the most basic properties of -divergences are given and the class of -divergences is presented. Ostrowski’s inequality and a Trapezoid inequality are utilized in order to prove bounds for an extension...
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