Density divergence and density convergence

Malay  Ghosh; Partha  Sarker

doi:10.3329/jsr.v56i1.63943

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
35

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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