No label defined (Q4026417)

[For the entire collection see Zbl 0745.00061.] The authors define four divergences, which are extensions of the Kullback-Leibler divergence according to the concept of \textit{A. Rényi}'s \(\alpha\)-entropy [Proc. 4th Berkeley Sympos. Math. Stat. Probab. 1, 547--561 (1961; Zbl 0106.33001)] and of \textit{J. Havrda} and \textit{F. Charvát's} [Kybernetika 3, 30--35 (1967; Zbl 0178.22401)], respectively. Some relations between Kullback-Leibler divergence and these ones have been exhibited and infinitesimal distances have been derived, that means Riemann metric distance on statistical parameter spaces from these divergences for general probability density functions. The authors have applied these divergences to normal, exponential and trinomial density functions, and have obtained some interesting results.