RT Journal Article
T1 Asymptotic distributions of weighted divergence between discrete distributions
A1 Franck, Ove
A1 Menéndez Calleja, María Luisa
A1 Pardo Llorente, Leandro
AB A divergence measure between discrete probability distributions introduced by Csiszar (1967) generalizes the Kullback-Leibler information and several other information measures considered in the literature. We introduce a weighted divergence which generalizes the weighted Kullback-Leibler information considered by Taneja (1985). The weighted divergence between an empirical distribution and a fixed distribution and the weighted divergence between two independent empirical distributions are here investigated for large simple random samples, and the asymptotic distributions are shown to be either normal or equal to the distribution of a linear combination of independent chi(2)-variables.
PB Marcel Dekker Inc.
SN 0361-0926
YR 1998
FD 1998
LK https://hdl.handle.net/20.500.14352/57877
UL https://hdl.handle.net/20.500.14352/57877
DS Docta Complutense
RD 20 abr 2025