Toulias, T-L.

Kullback–Leibler Divergence of the γ–ordered Normal over t–distribution

Toulias, T-L. & Kitsos, C-P. · Journal of Advances in Mathematics and Computer Science · 2012

The aim of this paper is to evaluate and study the Kullback–Leibler divergence of the γ–ordered Normal distribution, a generalization of Normal distribution emerged from the generalized Fisher’s information measure, over the scaled t–distribution. We investigate this evaluation t...