Title :
Generalized divergence and Gibbs´ inequality
Author :
Kvålseth, Terald O.
Author_Institution :
Dept. of Mech. Eng., Minnesota Univ., Minneapolis, MN, USA
Abstract :
The so-called (directed) divergence between two probability distributions is a most important measure in information theory, and its non-negativity is usually knows as Gibbs´ inequality. This paper presents a two-parameter generalization of this measure and inequality. An extension to the case of three probability distributions is also briefly discussed. Also, the case on continuous distributions is considered
Keywords :
information theory; probability; statistical analysis; Gibbs inequality; continuous distributions; divergence; information theory; nonnegativity; probability distributions; two-parameter generalization; Digital audio players; Entropy; Gain measurement; Information theory; Measurement units; Mechanical engineering; Mechanical variables measurement; Probability distribution; Q measurement; Tellurium;
Conference_Titel :
Systems, Man, and Cybernetics, 1997. Computational Cybernetics and Simulation., 1997 IEEE International Conference on
Conference_Location :
Orlando, FL
Print_ISBN :
0-7803-4053-1
DOI :
10.1109/ICSMC.1997.638293
