Hellinger distances and α-entropy in a one-parameter class of density functions |
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Authors: | U. Kamps |
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Affiliation: | 1. Institut für Statistik und Wirtschaftsmathematik, Aachen University of Technology, Wüllnerstr. 3, D-5100, Aachen
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Abstract: | Hellinger distances are considered as measures of distance between density functions, and an inequality concerning different Hellinger distances is proved. Distance measures based on the α-entropy are proposed, and their relationship to a Hellinger distance is shown. Furthermore explicit expressions for the distance measures examined are derived in a one—parameter class of density functions, including Weibull, Gamma, and Maxwell distributions. |
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