1987-01-01
A Measure of Mutual Divergence Among a Number of Probability Distributions
Publication
Publication
International Journal of Mathematics and Mathematical Sciences
,
Volume 10
-
Issue 3
p. 597-
607
The principle of optimality of dynamic programming is used to prove three major inequalities due to Shannon, Renyi and Holder. The inequalities are then used to obtain some useful results in information theory. In particular measures are obtained to measure the mutual divergence among two or more probability distributions.
| Additional Metadata | |
|---|---|
| Keywords | Divergence measures, dynamic programming, Renyi and Holder inequalities, Shannon |
| Persistent URL | dx.doi.org/10.1155/S016117128700070X |
| Journal | International Journal of Mathematics and Mathematical Sciences |
| Citation |
Kapur, J.N. (J. N.), Kumar, V, & Kumar, U. (1987). A Measure of Mutual Divergence Among a Number of Probability Distributions. International Journal of Mathematics and Mathematical Sciences, 10(3), 597–607. doi:10.1155/S016117128700070X
|