A measure of mutual divergence among a number of probability distributions

The principle of optimality of dynamic programming is used to prove three major inequalities due to Shannon, Renyi and Holder. The inequalities are then used to obtain some useful results in information theory. In particular measures are obtained to measure the mutual divergence among two or more pr...

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Main Authors: J. N. Kapur, Vinod Kumar, Uma Kumar
Format: Article
Language:English
Published: Wiley 1987-01-01
Series:International Journal of Mathematics and Mathematical Sciences
Subjects:
Online Access:http://dx.doi.org/10.1155/S016117128700070X
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author J. N. Kapur
Vinod Kumar
Uma Kumar
author_facet J. N. Kapur
Vinod Kumar
Uma Kumar
author_sort J. N. Kapur
collection DOAJ
description The principle of optimality of dynamic programming is used to prove three major inequalities due to Shannon, Renyi and Holder. The inequalities are then used to obtain some useful results in information theory. In particular measures are obtained to measure the mutual divergence among two or more probability distributions.
format Article
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institution OA Journals
issn 0161-1712
1687-0425
language English
publishDate 1987-01-01
publisher Wiley
record_format Article
series International Journal of Mathematics and Mathematical Sciences
spelling doaj-art-05330c50a5bb4932a11af9253b9ca5b22025-08-20T02:02:59ZengWileyInternational Journal of Mathematics and Mathematical Sciences0161-17121687-04251987-01-0110359760710.1155/S016117128700070XA measure of mutual divergence among a number of probability distributionsJ. N. Kapur0Vinod Kumar1Uma Kumar2Department of Mathematics, Indian Institute of Technology, New Delhi 110016, IndiaSchool of Business, Carleton University, Ottawa K1S 5B6, CanadaSchool of Business, Carleton University, Ottawa K1S 5B6, CanadaThe principle of optimality of dynamic programming is used to prove three major inequalities due to Shannon, Renyi and Holder. The inequalities are then used to obtain some useful results in information theory. In particular measures are obtained to measure the mutual divergence among two or more probability distributions.http://dx.doi.org/10.1155/S016117128700070Xdivergence measuresdynamic programmingShannonRenyi and Holder inequalities.
spellingShingle J. N. Kapur
Vinod Kumar
Uma Kumar
A measure of mutual divergence among a number of probability distributions
International Journal of Mathematics and Mathematical Sciences
divergence measures
dynamic programming
Shannon
Renyi and Holder inequalities.
title A measure of mutual divergence among a number of probability distributions
title_full A measure of mutual divergence among a number of probability distributions
title_fullStr A measure of mutual divergence among a number of probability distributions
title_full_unstemmed A measure of mutual divergence among a number of probability distributions
title_short A measure of mutual divergence among a number of probability distributions
title_sort measure of mutual divergence among a number of probability distributions
topic divergence measures
dynamic programming
Shannon
Renyi and Holder inequalities.
url http://dx.doi.org/10.1155/S016117128700070X
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