- Tytuł:
- Information-type divergence when the likelihood ratios are bounded
- Autorzy:
- Rukhin, Andrew
- Powiązania:
- https://bibliotekanauki.pl/articles/1339144.pdf
- Data publikacji:
- 1997
- Wydawca:
- Polska Akademia Nauk. Instytut Matematyczny PAN
- Tematy:
-
information measures
multiple decisions
convexity
likelihood ratio - Opis:
- 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 examples of familiar ϕ-divergences. An extension of this inequality to ϕ-divergences between a finite number of probability distributions with pairwise bounded likelihood ratios is also given.
- Źródło:
-
Applicationes Mathematicae; 1996-1997, 24, 4; 415-423
1233-7234 - Pojawia się w:
- Applicationes Mathematicae
- Dostawca treści:
- Biblioteka Nauki
Artykuł