A General Class of Coefficients of Divergence of One Distribution from Another

Summary Let p1 and p2 be two probability measures on the same space and let φ be the generalized Radon-Nikodym derivative of p2 with respect to p1. If C is a continuous convex function of a real variable such that the p1-expectation (generalized as in Section 3) of C(φ) provides a reasonable coefficient of the p1-dispersion of φ, then this expectation has basic properties which it is natural to demand of a coefficient of divergence of p2 from p1. A general class of coefficients of divergence is generated in this way and it is shown that various available measures of divergence, distance, discriminatory information, etc., are members of this class.

Advanced StatisticalMethods In Biometric…Advanced Statistical Methods In Biometric ResearchA Measure of AsymptoticEfficiency for Tests of…A Measure of Asymptotic Efficiency for Tests of a Hypothesis Based on the sum of ObservationsAdvanced StatisticalMethods in Biometric…Advanced Statistical Methods in Biometric Research.Information theory andstatisticsInformation theory and statisticsInformation Theory andStatistics.Information Theory and Statistics.Testing StatisticalHypotheses.Testing Statistical Hypotheses.ON THE APPROXIMATION OFDISTRIBUTIONS OF SUMS O…ON THE APPROXIMATION OF DISTRIBUTIONS OF SUMS OF INDEPENDENT SUMMANDS BY INFINITELY DIVISIBLE DISTRIBUTIONS**Translation of a lecture delivered at the Indian Statistical Institute, Calcutta, in April 1962.Testing StatisticalHypothesesTesting Statistical HypothesesFine quantization insignal detection and…Fine quantization in signal detection and estimationQuantization fordecentralized hypothesi…Quantization for decentralized hypothesis testing under communication constraintsDivergence measures andmessage passingDivergence measures and message passingSided and symmetrizedBregman centroidsSided and symmetrized Bregman centroidsGeneralized Alpha-BetaDivergences and Their…Generalized Alpha-Beta Divergences and Their Application to Robust Nonnegative Matrix FactorizationThe Burbea-Rao andBhattacharyya CentroidsThe Burbea-Rao and Bhattacharyya CentroidsApplications of Entropyin Finance: A ReviewApplications of Entropy in Finance: A ReviewConvex Formulation forLearning from Positive…Convex Formulation for Learning from Positive and Unlabeled Dataf-GAN: TrainingGenerative Neural…f-GAN: Training Generative Neural Samplers using Variational Divergence MinimizationDependence MeasuresBounding the Exploratio…Dependence Measures Bounding the Exploration Bias for General MeasurementsStatistical Inference onRandom Dot Product…Statistical Inference on Random Dot Product Graphs: a SurveyDirect Estimation ofDensity Functionals…Direct Estimation of Density Functionals Using a Polynomial BasisA General Class ofCoefficients of…A General Class of Coefficients of Divergence of One Distribution from Another過去の参考文献中心の論文この論文を引用する論文古い新しい

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