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Interpreting Kullback--Leibler divergence with the Neyman-Pearson Lemma - MaRDI portal

Interpreting Kullback--Leibler divergence with the Neyman-Pearson Lemma (Q855917)

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scientific article; zbMATH DE number 5078280
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English
Interpreting Kullback--Leibler divergence with the Neyman-Pearson Lemma
scientific article; zbMATH DE number 5078280

    Statements

    Interpreting Kullback--Leibler divergence with the Neyman-Pearson Lemma (English)
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    7 December 2006
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    exponential connection
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    mixture connection
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    information geometry
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    testing hypotheses
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    maximum likelihood
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    ROC curve
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    discriminant analysis
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