Uniform Phi-equivalence of probability distributions based on information and related measures of discrepancy

DOI10.1007/BF02481004zbMath0486.62007MaRDI QIDQ1164918

Tadashi Matsunawa

Publication date: 1982

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

I-divergenceKullback-Leibler informationdistance measuresabsolutely continuous random variableschi square divergenceintegral of absolute difference of density functionslogarithm of Battacharyya distancemeasures of discrepancyuniform approximate equivalence of distributionsW-divergence

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Distribution theory (60E99) Statistical distribution theory (62E99)

Related Items (3)

A Charlier-Parseval approach to Poisson approximation and its applications ⋮ Modified information criteria for a uniform approximate equivalence of probability distributions ⋮ Some strong epsilon-equivalence of random variables

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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