DocumentCode :
3063706
Title :
Joint range of f-divergences
Author :
Harremoes, Peter ; Vajda, Igor
Author_Institution :
Copenhagen Bus. Coll., Copenhagen, Denmark
fYear :
2010
fDate :
13-18 June 2010
Firstpage :
1345
Lastpage :
1349
Abstract :
Many of the divergence measures used in statistics are of the f-divergence type. Often one is interested inequalities for one f-divergence in terms of another f-divergence. Such inequalities are for instance needed in order to calculate the relative efficiency of two f-divergences when used for testing goodness of fit but there are many other applications. In this paper we shall study the more general problem of determining the joint range of any pair of f-divergences. The results are useful in determining general conditions under which information divergence is a more efficient statistic for testing goodness of fit than another f-divergence, but will not be discussed in this short paper.
Keywords :
statistics; f-divergences; statistics; Automation; Educational institutions; Extraterrestrial measurements; Information theory; Q measurement; Statistical analysis; Statistics; Testing;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Information Theory Proceedings (ISIT), 2010 IEEE International Symposium on
Conference_Location :
Austin, TX
Print_ISBN :
978-1-4244-7890-3
Electronic_ISBN :
978-1-4244-7891-0
Type :
conf
DOI :
10.1109/ISIT.2010.5513445
Filename :
5513445
Link To Document :
بازگشت