Generalized arithmetic and geometric mean divergence measure and their statistical aspects

DOI10.1080/09720502.2006.10700442MaRDI QIDQ5756400zbMATH OpenOpenAlexFDO

Authors Inder J. Taneja

Publication date 4 September 2007

Published in Journal of Interdisciplinary Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/math/0501297

zbMATH Keywords

comparison of experimentsFisher measure of informationgeneralized AG-divergenceJS-divergence

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Theory of statistical experiments (62B15)

Abstract: Using Blackwell's definition of comparing two experiments, a comparison is made with extit{generalized AG - divergence} measure having one and two scalar parameters. Connection of extit{generalized AG - divergence} measure with extit{Fisher measure of information} is also presented. A unified extit{generalization of AG - divergence}and extit{Jensen-Shannon divergence measures} is also presented.

Recommendations

• Statistical aspects of divergence measures
• On generalized information and divergence measures and their applications: a brief review
• Generalized Jensen difference divergence measures and Fisher measure of information
• scientific article; zbMATH DE number 66838
• scientific article; zbMATH DE number 727406

Cites work

• A Mathematical Theory of Communication
• An invariant form for the prior probability in estimation problems
• Connections of generalized divergence measures with Fisher information matrix
• Diversity and dissimilarity coefficients: A unified approach
• Entropy differential metric, distance and divergence measures in probability spaces: A unified approach
• Information radius
• New parametric measures of information
• On a Measure of the Information Provided by an Experiment
• On Information and Sufficiency
• On the convexity of some divergence measures based on entropy functions
• Optimal Statistical Decisions
• Statistical aspects of divergence measures
• Theory of statistical inference and information. Transl. from the Slovak by the author

Cited in

(4)

• Statistical aspects of divergence measures
• From Blackwell dominance in large samples to Rényi divergences and back again
• On generalized information and divergence measures and their applications: a brief review
• Quasi-arithmetic centers, quasi-arithmetic mixtures, and the Jensen-Shannon -divergences

This page was built for publication: Generalized arithmetic and geometric mean divergence measure and their statistical aspects

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5756400)