On generalized information and divergence measures and their applications: a brief review
The aim of this review is to give different two-parametric generalizations of the following measures: directed divergence (Kullback and Leibler, 1951), Jensen difference divergence (Burbea and Rao 1982 a,b; Rao, 1982) and Jeffreys invariant divergence (Jeffreys, 1946). These generalizations are put...
| Autores: | , , , |
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| Tipo de recurso: | artículo |
| Fecha de publicación: | 1989 |
| País: | España |
| Institución: | Universitat Politècnica de Catalunya (UPC) |
| Repositorio: | UPCommons. Portal del coneixement obert de la UPC |
| Idioma: | inglés |
| OAI Identifier: | oai:upcommons.upc.edu:2099/3978 |
| Acceso en línea: | https://hdl.handle.net/2099/3978 |
| Access Level: | acceso abierto |
| Palabra clave: | Statistics Information and Communication Applications, Inc. Estadística Comunicació Informació Classificació AMS::94 Information And Communication, Circuits::94A Communication, information Classificació AMS::62 Statistics::62B Sufficiency and information |
| Sumario: | The aim of this review is to give different two-parametric generalizations of the following measures: directed divergence (Kullback and Leibler, 1951), Jensen difference divergence (Burbea and Rao 1982 a,b; Rao, 1982) and Jeffreys invariant divergence (Jeffreys, 1946). These generalizations are put in the unified expression and their properties are studied. The applications of generalized information and divergence measures to comparison of experiments and the connections with Fisher information measure are also given. |
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