Displaying similar documents to “A measure of mutual divergence among a number of probability distributions.”

Bounds for f -divergences under likelihood ratio constraints

Sever Silvestru Dragomir (2003)

Applications of Mathematics

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In this paper we establish an upper and a lower bound for the f -divergence of two discrete random variables under likelihood ratio constraints in terms of the Kullback-Leibler distance. Some particular cases for Hellinger and triangular discimination, χ 2 -distance and Rényi’s divergences, etc. are also considered.

( R , S ) -information radius of type t and comparison of experiments

Inder Jeet Taneja, Luis Pardo, D. Morales (1991)

Applications of Mathematics

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Various information, divergence and distance measures have been used by researchers to compare experiments using classical approaches such as those of Blackwell, Bayesian ets. Blackwell's [1] idea of comparing two statistical experiments is based on the existence of stochastic transformations. Using this idea of Blackwell, as well as the classical bayesian approach, we have compared statistical experiments by considering unified scalar parametric generalizations of Jensen difference...