Computing the Rao distance for gamma distributions

DOI10.1016/S0377-0427(03)00387-XzbMath1024.65011MaRDI QIDQ1405184

Josep M. Oller, Ferran Reverter

Publication date: 25 August 2003

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

zbMATH Keywords

numerical examplesRao distanceboundary value problemsinformation metricdata analysisstatistical inferencegamma distributionFisher information matrixshooting algorithmRiemannian distance

Mathematics Subject Classification ID

Parametric inference under constraints (62F30) Numerical solution of boundary value problems involving ordinary differential equations (65L10) Linear boundary value problems for ordinary differential equations (34B05) Methods of local Riemannian geometry (53B21)

Uses Software

• nag
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Cites Work

• Entropy differential metric, distance and divergence measures in probability spaces: A unified approach
• Informative geometry of probability spaces
• Distance and decision rules
• The Mahalanobis distance and elliptic distributions
• A modified taylor series method for solving initial-value problems in ordinary differential equations
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