paper

Generalized Arithmetic and Geometric Mean Divergence Measure and their Statistical Aspects

arXiv:math/0501297

Abstract

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.

Ams-Latex style - 15 pages

Generalized Arithmetic and Geometric Mean Divergence Measure and their Statistical Aspects · wovepaper