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Publikace

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

Typ:

Článek v odborném periodiku

Autoři publikace:

Vajda I., Stummer W.

Název periodika:

Statistics

Rok:

2009

Číslo:

6 (2009)

Strany:

1-19

ISSN:

0233-1888

Kontaktní osoba:

Ing. Igor Vajda, DrSc. (ÚTIA - Oddělení stochastické informatiky)

Klíčová slova:

Local and global divergences of finite measures, Divergences

Anotace:

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.