Supermartingales as Radon–Nikodym densities and related measure extensions
نویسندگان
چکیده
منابع مشابه
similarity measure for two densities
scott and szewczyk in technometrics, 2001, have introduced a similarity measure for twodensities f1 and f2 , by1, 21 21 1 2 2( , ), ,f fsim f ff f f f< >=< >< >wheref1, f2 f1(x, θ1)f2(x, θ2)dx.+∞−∞< >=∫sim(f1, f2) has some appropriate properties that can be suitable measures for the similarity of f1 and f2 .however, due to some restrictions on the value of parameters and the kind of densities, ...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 2015
ISSN: 0091-1798
DOI: 10.1214/14-aop956