On the f-divergence and singularity of probability measures

DOI10.1007/BF02018663zbMath0248.62001MaRDI QIDQ2556186

Yanyan Li

Publication date: 1972

Published in: Periodica Mathematica Hungarica (Search for Journal in Brave)

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Foundations and philosophical topics in statistics (62A01) Information theory (general) (94A15) Statistical aspects of information-theoretic topics (62B10)

Related Items (32)

On local divergences between two probability measures ⋮ Unnamed Item ⋮ Fisher's information matrix and φ−divergence for finite and optimal partitions of the sample space ⋮ Monoparametric family of metrics derived from classical Jensen-Shannon divergence ⋮ Hellinger integrals of diffusion processes ⋮ Some aspects of error bounds in feature selection ⋮ The right complexity measure in locally private estimation: it is not the Fisher information ⋮ A class of lower bounds on the Bayesian probability of error ⋮ Testing hypotheses in truncated samples by means of divergence statistics ⋮ Multiclass classification, information, divergence and surrogate risk ⋮ The minimum increment of f-divergences given total variation distances ⋮ Discrete approximations to the Csiszár, Renyi, and Fisher measures of information ⋮ A symmetric information divergence measure of the Csiszár's \(f\)-divergence class and its bounds ⋮ Generalized Symmetric Divergence Measures and the Probability of Error ⋮ Measuring stochastic dependence using \(\phi\)-divergence ⋮ Limiting properties of some measures of information ⋮ The $f$-Sensitivity Index ⋮ Cumulants of multiinformation density in the case of a multivariate normal distribution ⋮ Unnamed Item ⋮ On the variation distance for probability measures defined on a filtered space ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Selection rules based on divergences ⋮ Hellinger integrals of gaussian processes with independent increments ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Distribution Estimates Consistent in χ²-Divergence ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Influence function analysis of the restricted minimum divergence estimators: a general form ⋮ Sup-sums principles for \(F\)-divergence and a new definition for \(t\)-entropy ⋮ Quantum metrics based upon classical Jensen-Shannon divergence

Cites Work

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• On equivalence of infinite product measures
• On a property of normal distributions of any stochastic process
• On the Foundations of Information Theory
• On the Absolute Continuity of Measures
• Note on discrimination information and variation (Corresp.)

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