Generalized Arithmetic and Geometric Mean Divergence Measure and their Statistical Aspects

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Using Blackwell's definition of comparing two experiments, a comparison is made with \textit{generalized AG - divergence} measure having one and two scalar parameters. Connection of \textit{generalized AG - divergence} measure with \textit{Fisher measure of information} is also presented. A unified \textit{generalization of AG - divergence}and\textit{Jensen-Shannon divergence measures} is also presented.
Ams-Latex style - 15 pages

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Statistics Theory, Probability

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http://salesiana.dossiersoluciones.com/handle/123456789/130679

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0501297
 http://arxiv.org/abs/math/0501297

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arXiv