Generalized Arithmetic and Geometric Mean Divergence Measure and their Statistical Aspects
Statistics Theory
2007-06-13 v1 Probability
Statistics Theory
Abstract
Using Blackwell's definition of comparing two experiments, a comparison is made with \textit{generalized AG - divergence} measure having one and two scalar parameters. Connection of \textit{generalized AG - divergence} measure with \textit{Fisher measure of information} is also presented. A unified \textit{generalization of AG - divergence}and\textit{Jensen-Shannon divergence measures} is also presented.
Keywords
Cite
@article{arxiv.math/0501297,
title = {Generalized Arithmetic and Geometric Mean Divergence Measure and their Statistical Aspects},
author = {Inder Jeet Taneja},
journal= {arXiv preprint arXiv:math/0501297},
year = {2007}
}
Comments
Ams-Latex style - 15 pages