Nawa Victor, Nadarajah Saralees
Department of Mathematics and Statistics, University of Zambia, Lusaka 10101, Zambia.
Department of Mathematics, University of Manchester, Manchester M13 9PL, UK.
Entropy (Basel). 2024 Aug 4;26(8):663. doi: 10.3390/e26080663.
The Kullback-Leibler divergence is a measure of the divergence between two probability distributions, often used in statistics and information theory. However, exact expressions for it are not known for multivariate or matrix-variate distributions apart from a few cases. In this paper, exact expressions for the Kullback-Leibler divergence are derived for over twenty multivariate and matrix-variate distributions. The expressions involve various special functions.
库尔贝克-莱布勒散度是衡量两个概率分布之间差异的一种度量，常用于统计学和信息论。然而，除了少数情况外，多元或矩阵变量分布的精确表达式尚不清楚。在本文中，推导出了二十多种多元和矩阵变量分布的库尔贝克-莱布勒散度的精确表达式。这些表达式涉及各种特殊函数。
