Computing the Kullback-Leibler Divergence between two Generalized Gamma Distributions
Information Theory
2014-01-28 v1 math.IT
Abstract
We derive a closed form solution for the Kullback-Leibler divergence between two generalized gamma distributions. These notes are meant as a reference and provide a guided tour towards a result of practical interest that is rarely explicated in the literature.
Keywords
Cite
@article{arxiv.1401.6853,
title = {Computing the Kullback-Leibler Divergence between two Generalized Gamma Distributions},
author = {Christian Bauckhage},
journal= {arXiv preprint arXiv:1401.6853},
year = {2014}
}