Generalized Arithmetic and Geometric Mean Divergence Measure and their Statistical Aspects
Inder Jeet Taneja
Abstract
Using Blackwell's definition of comparing two experiments, a comparison is made with generalized AG - divergence measure having one and two scalar parameters. Connection of generalized AG - divergence measure with Fisher measure of information is also presented. A unified generalization of AG - divergenceandJensen-Shannon divergence measures is also presented.
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