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《Journal of Huaiyin Teachers College(Natural Science Edition)》 2017-03
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The Minimum Kullback-Leibler Distance between two Generalized Gaussian Distribution

ZHU Cheng-lian;School of Mathematical Science,Huaiyin Normal University;  
In this paper,it gives the exact definition of the minimum Kullback-Leibler distance between two different distribution functions. The properties of the minimum Kullback-Leibler distance are discussed. The difference degree of two different probability density function are discussed. The minimum Kullback-Leibler distance between two different generalized Gaussian distribution are obtained. The minimum Kullback-Leibler distance of Laplacian distribution,Gaussian distribution are derived.
【Fund】: 国家自然科学基金项目(11401245);; 江苏省自然科学基金项目(BK20130412);; 淮安市科技支撑(农业)项目(SN13050)
【CateGory Index】: O211
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