On the Convexity of Some Divergence Measures Based on Entropy Functions.
PITTSBURGH UNIV PA INST FOR STATISTICS AND APPLICATIONS
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Three measures of divergence between vectors in a convex set of an n-dimensional real vector space have been defined in terms of certain types of entropy functions, and their convexity property studied. Among other results, a classification of the alpha-order entropies is obtained by the convexity of these measures. These results have applications to the measurement of diversity of a discrete probability distribution and divergence between two distributions. Author
- Statistics and Probability