Generalized arithmetic and geometric mean divergence measure and their statistical aspects

DOI10.1080/09720502.2006.10700442zbMath1117.62005arXivmath/0501297OpenAlexW2098577508MaRDI QIDQ5756400

Inder Jeet 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 experimentsJS-divergenceFisher measure of informationgeneralized AG-divergence

Mathematics Subject Classification ID

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

Cites Work

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

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