Computing the Kullback-Leibler Divergence between two Generalized Gamma Distributions

Abstract

We derive a closed form solution for the Kullback-Leibler divergence between two generalized gamma distributions. These notes are meant as a reference and provide a guided tour towards a result of practical interest that is rarely explicated in the literature.

References in corpus (1)

• Computing the Kullback-Leibler Divergence between two Weibull Distributions

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