DocumentCode
2050751
Title
A distribution dependent refinement of Pinsker´s inequality
Author
Ordentlich, Erik ; Weinberger, Marcelo J.
Author_Institution
Hewlett-Packard Lab., Palo Alto, CA, USA
fYear
2004
fDate
27 June-2 July 2004
Firstpage
29
Abstract
Given two probability distributions Q and P, let ||Q-P||1 and D(Q||P), respectively, denote the L1 distance and divergence between Q and P. We derive a refinement of Pinsker´s inequality of the form D(Q||P)≥φ(P)||Q-P||12 and characterize the best P-dependent factor φ(P).
Keywords
information theory; probability; Pinsker´s inequality; distribution dependent refinement; information divergence; probability distribution; Laboratories; Milling machines; Probability distribution; Random variables;
fLanguage
English
Publisher
ieee
Conference_Titel
Information Theory, 2004. ISIT 2004. Proceedings. International Symposium on
Print_ISBN
0-7803-8280-3
Type
conf
DOI
10.1109/ISIT.2004.1365068
Filename
1365068
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