Overlap Coefficients Based on Kullback-Leibler Divergence: Exponential Populations Case
Methodology
2017-04-11 v1
Abstract
This article is devoted to the study of overlap measures of densities of two exponential populations. Various Overlapping Coefficients, namely: Matusita's measure , Morisita's measure and Weitzman's measure . A new overlap measure based on Kullback-Leibler measure is proposed. The invariance property and a method of statistical inference of these coefficients also are presented. Taylor series approximation are used to construct confidence intervals for the overlap measures. The bias and mean square error properties of the estimators are studied through a simulation study.
Cite
@article{arxiv.1704.02671,
title = {Overlap Coefficients Based on Kullback-Leibler Divergence: Exponential Populations Case},
author = {Hamza Dhaker and Papa Ngom and Malick Mbodj},
journal= {arXiv preprint arXiv:1704.02671},
year = {2017}
}