this paper give the exact definition of the maximum Kullback-Leibler distance between two different distribution functions and prove that this one has analytic properties such as symmetry
triangle inequality which is the same as the Euclidean distance.By the definition
the maximum Kullback-Leibler distance between some conventional distributions
such as two different binomial distributions
two different normal distributions are obtianed. Farther
for multivariable distribution
this paper give the definition of the Kullback-Leibler distance
and to derive the Kullback-Leibler distance for two different matrix Γ-distribution. On the other hand
the conditions that a normal distribution approximate to a exponetial distribution is obtained under Kullback-Leibler distance.
关键词
密度函数Kullback-Leibler距离矩阵Γ分布
Keywords
density functionKullback-Leibler distancematrix Γ-distribution