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

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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

Vol. 56 No. 1 (2022)

Section

Articles

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Copyright (c) 2022 Journal of Statistical Research

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