On generalized information and divergence measures and their applications: a brief review
PublisherUniversitat Politècnica de Barcelona. Centre de Càlcul
Rights accessOpen Access
The aim of this review is to give different two-parametric generalizations of the following measures: directed divergence (Kullback and Leibler, 1951), Jensen difference divergence (Burbea and Rao 1982 a,b; Rao, 1982) and Jeffreys invariant divergence (Jeffreys, 1946). These generalizations are put in the unified expression and their properties are studied. The applications of generalized information and divergence measures to comparison of experiments and the connections with Fisher information measure are also given.
ISSN0210-8054 (versió paper)