scientific article; zbMATH DE number 124792

MaRDI QIDQ4026417zbMATH OpenFDO

Authors Masashi Yamada, Manabu Miyata, Tomoaki Kawaguchi

Publication date 21 February 1993

zbMATH Keywords

exponential densityHavrda-Charvat's alpha entropyinfinitesimal distancesKullback-Leibler divergencenormal densityRenyi's alpha entropyRiemann metrictrinomial density

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Measures of information, entropy (94A17)

Review text

[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.

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