Generalized Arithmetic and Geometric Mean Divergence Measure and their Statistical Aspects

Details Generalized Arithmetic and Geometric Mean Divergence Measure and their Statistical Aspects Generalized Arithmetic and Geometric Mean Divergence Measure and their Statistical Aspects

2005-01-19

arxiv.org/abs/math/0501297v1

Mathematics

Statistics Theory

Ams-Latex style - 15 pages

Scientific paper

Using Blackwell's definition of comparing two experiments, a comparison is made with \textit{generalized AG - divergence} measure having one and two scalar parameters. Connection of \textit{generalized AG - divergence} measure with \textit{Fisher measure of information} is also presented. A unified \textit{generalization of AG - divergence}and\textit{Jensen-Shannon divergence measures} is also presented.

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