Symmetrizing the Kullback-Leibler Distance
نویسندگان
چکیده
We define a new distance measure the resistor-average distance between two probability distributions that is closely related to the Kullback-Leibler distance. While the KullbackLeibler distance is asymmetric in the two distributions, the resistor-average distance is not. It arises from geometric considerations similar to those used to derive the Chernoff distance. Determining its relation to well-known distance measures reveals a new way to depict how commonly used distance measures relate to each other.
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