Uniform Phi-equivalence of probability distributions based on information and related measures of discrepancy
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Publication:1164918
DOI10.1007/BF02481004zbMath0486.62007MaRDI QIDQ1164918
Publication date: 1982
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
I-divergence; Kullback-Leibler information; distance measures; absolutely continuous random variables; chi square divergence; integral of absolute difference of density functions; logarithm of Battacharyya distance; measures of discrepancy; uniform approximate equivalence of distributions; W-divergence
62B10: Statistical aspects of information-theoretic topics
60E99: Distribution theory
62E99: Statistical distribution theory
Related Items
A Charlier-Parseval approach to Poisson approximation and its applications, Some strong epsilon-equivalence of random variables, Modified information criteria for a uniform approximate equivalence of probability distributions
Cites Work
- Approximations to the probabilities of binomial and multinomial random variables and chi-square type statistics
- On the uniform asymptotic joint normality of sample quantiles
- Some inequalities based on inverse factorial series
- Asymptotic equivalence of probability distributions with applications to some problems of asymptotic independence
- Asymptotic equivalence of real probability distributions
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