Abstract
A very strong relationship between the directed Kullback divergence and the likelihood function emerges simply and naturally in the context of exponential families. The directed Kullback divergence is an information-theoretic measure of the distance from one distribution to another.
| Original language | English (US) |
|---|---|
| Pages (from-to) | 73-75 |
| Number of pages | 3 |
| Journal | American Statistician |
| Volume | 42 |
| Issue number | 1 |
| DOIs | |
| State | Published - Feb 1988 |
| Externally published | Yes |
ASJC Scopus subject areas
- Statistics and Probability
- Mathematics(all)
- Statistics, Probability and Uncertainty