Title of article
Rao distances
Author/Authors
A. Micchelli، نويسنده , , Charles and Noakes، نويسنده , , Lyle، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2005
Pages
19
From page
97
To page
115
Abstract
We determine Riemannian distances between a large class of multivariate probability densities with the same mean, where the Riemannian metric is induced by a weighted Fisher information matrix. We reduce the evaluation of distances to quadrature and in some cases give closed form expressions.
Keywords
Fisher Information , Riemannian distances
Journal title
Journal of Multivariate Analysis
Serial Year
2005
Journal title
Journal of Multivariate Analysis
Record number
1558061
Link To Document