Density divergence and density convergence

Authors

  • Malay Ghosh Department of Statistics, University of Florida, Gainesville, Florida, USA
  • Partha Sarker Department of Statistics, University of Florida, Gainesville, Florida, USA

DOI:

https://doi.org/10.3329/jsr.v56i1.63943

Keywords:

α-divergence, Chisquare, Hellinger, Kullback-Leibler, Scheffe’s density convergence.

Abstract

Divergence between two distributions has been of statistical interest for more than a century, beginning with Karl Pearson with his famous chisquare test. The paper revisits some of the well-known density divergence measures, and studies their interrelationship. In addition, it is demonstrated how Scheffe’s pointwise density convergence implies convergence of distributions, based on different divergence measures. 

Journal of Statistical Research 2022, Vol. 56, No. 1, pp. 1-10

Abstract
94
PDF
80

Downloads

Published

2023-02-01

How to Cite

Ghosh, M. ., & Sarker, P. . (2023). Density divergence and density convergence. Journal of Statistical Research, 56(1), 1–10. https://doi.org/10.3329/jsr.v56i1.63943

Issue

Section

Articles