Established in 2005 under support of MŠMT ČR (project 1M0572)

Publications

On divergence of finite measures and their applicability in statistics and information theory

Typ:
Jornal article
Name of journal:
Statistics
Year:
2009
Number:
6 (2009)
Pages:
1-19
ISSN:
0233-1888
Keywords:
Local and global divergences of finite measures, Divergences
Anotation:
Family of divergences of finite and sigma-finite measures is introduced. Range of values, symmetry and decomposition into local and global components are obtained. Censoring is used to illustrate applications in statistics. Pinsker's inequality and Ornstein's distance of stationary random processes are among the applications in information theory.
 
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