Publication details

Journal Article

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

: Statistics vol.44, 2 (2009), p. 169-187

: CEZ:AV0Z10750506

: 1M0572, GA MŠk, GA102/07/1131, GA ČR

: Local and global divergences of finite measures, Divergences of sigma-finite measures, Statistical censoring, Pinsker's inequality, Ornstein's distance, Differential power entropies

: 10.1080/02331880902986919

: http://library.utia.cas.cz/separaty/2009/SI/vajda-on divergence of finite measures and their applicability in statistics and information theory.pdf

(eng): 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.

(cze): Je navržena soustava divergencí konečných a sigma-konečných měr. Pro ně jsou prozkoumány obory hodnot, symetričnost a rozklady na lokalní a globální komponenty. Cencorování ilustruje užitečnost ve statistice. Pinskerova nerovnost a Ornsteinova vzdálenost stacinárních procesů ilustrují využití ve statistice.

: BD