Computing the Kullback-Leibler Divergence between two Weibull Distributions
Information Theory
2013-10-15 v1 math.IT
Abstract
We derive a closed form solution for the Kullback-Leibler divergence between two Weibull distributions. These notes are meant as reference material and intended to provide a guided tour towards a result that is often mentioned but seldom made explicit in the literature.
Cite
@article{arxiv.1310.3713,
title = {Computing the Kullback-Leibler Divergence between two Weibull Distributions},
author = {Christian Bauckhage},
journal= {arXiv preprint arXiv:1310.3713},
year = {2013}
}