Displaying similar documents to “Bounds for f -divergences under likelihood ratio constraints”

On metric divergences of probability measures

Igor Vajda (2009)

Kybernetika

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Standard properties of φ -divergences of probability measures are widely applied in various areas of information processing. Among the desirable supplementary properties facilitating employment of mathematical methods is the metricity of φ -divergences, or the metricity of their powers. This paper extends the previously known family of φ -divergences with these properties. The extension consists of a continuum of φ -divergences which are squared metric distances and which are mostly new...

Information-type divergence when the likelihood ratios are bounded

Andrew Rukhin (1997)

Applicationes Mathematicae

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The so-called ϕ-divergence is an important characteristic describing "dissimilarity" of two probability distributions. Many traditional measures of separation used in mathematical statistics and information theory, some of which are mentioned in the note, correspond to particular choices of this divergence. An upper bound on a ϕ-divergence between two probability distributions is derived when the likelihood ratio is bounded. The usefulness of this sharp bound is illustrated by several...

Accentuate the negative

P. S. Bullen (2009)

Mathematica Bohemica

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A survey of mean inequalities with real weights is given.