Bounds for f-divergences under likelihood ratio constraints.

Autor: Dragomir, Sorin, 1955-
Jazyk: angličtina
Předmět:
Druh dokumentu: Non-fiction
ISSN: 0862-7940
Abstrakt: Abstract: In this paper we establish an upper and a lower bound for the f-divergence of two discrete random variables under likelihood ratio constraints in terms of the Kullback-Leibler distance. Some particular cases for Hellinger and triangular discrimination, \chi^2-distance and Renyi's divergences, etc. are also considered.
Databáze: Katalog Knihovny AV ČR