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...

Full description

Bibliographic Details
Main Authors: J. N. Kapur, Vinod Kumar, Uma Kumar
Format: Article
Language:English
Published: Hindawi Limited 1987-01-01
Series:International Journal of Mathematics and Mathematical Sciences
Subjects:
Online Access:http://dx.doi.org/10.1155/S016117128700070X
id doaj-05330c50a5bb4932a11af9253b9ca5b2
record_format Article
spelling doaj-05330c50a5bb4932a11af9253b9ca5b22020-11-24T22:27:32ZengHindawi LimitedInternational 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.
collection DOAJ
language English
format Article
sources DOAJ
author J. N. Kapur
Vinod Kumar
Uma Kumar
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.
author_facet J. N. Kapur
Vinod Kumar
Uma Kumar
author_sort J. N. Kapur
title 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_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_sort measure of mutual divergence among a number of probability distributions
publisher Hindawi Limited
series International Journal of Mathematics and Mathematical Sciences
issn 0161-1712
1687-0425
publishDate 1987-01-01
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.
topic divergence measures
dynamic programming
Shannon
Renyi and Holder inequalities.
url http://dx.doi.org/10.1155/S016117128700070X
work_keys_str_mv AT jnkapur ameasureofmutualdivergenceamonganumberofprobabilitydistributions
AT vinodkumar ameasureofmutualdivergenceamonganumberofprobabilitydistributions
AT umakumar ameasureofmutualdivergenceamonganumberofprobabilitydistributions
AT jnkapur measureofmutualdivergenceamonganumberofprobabilitydistributions
AT vinodkumar measureofmutualdivergenceamonganumberofprobabilitydistributions
AT umakumar measureofmutualdivergenceamonganumberofprobabilitydistributions
_version_ 1725749465389727744