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Divergence (statistics)

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2320: 8127: 1932: 8113: 2315:{\displaystyle {\begin{aligned}D((\partial _{i})_{p},q)\ \ &{\stackrel {\mathrm {def} }{=}}\ \ {\tfrac {\partial }{\partial \theta _{p}^{i}}}D(p,q),\\D((\partial _{i}\partial _{j})_{p},(\partial _{k})_{q})\ \ &{\stackrel {\mathrm {def} }{=}}\ \ {\tfrac {\partial }{\partial \theta _{p}^{i}}}{\tfrac {\partial }{\partial \theta _{p}^{j}}}{\tfrac {\partial }{\partial \theta _{q}^{k}}}D(p,q),\ \ \mathrm {etc.} \end{aligned}}} 8151: 8139: 4584: 4294: 2582: 3970: 4921:-divergences, referring to Jeffreys' function as "Jeffreys' measure of divergence" (today "Jeffreys divergence"), and Kullback–Leibler's asymmetric function (in each direction) as "Kullback's and Leibler's measures of discriminatory information" (today "Kullback–Leibler divergence"). 4145: 4843:
The use of the term "divergence" – both what functions it refers to, and what various statistical distances are called – has varied significantly over time, but by c. 2000 had settled on the current usage within information geometry, notably in the textbook
4579:{\displaystyle D_{\alpha ,\beta }(p,q)={\frac {2}{(1-\alpha )(1-\beta )}}\int {\Big (}1-{\Big (}{\tfrac {q(x)}{p(x)}}{\Big )}^{\!\!{\frac {1-\alpha }{2}}}{\Big )}{\Big (}1-{\Big (}{\tfrac {q(x)}{p(x)}}{\Big )}^{\!\!{\frac {1-\beta }{2}}}{\Big )}p(x)dx} 2341: 2850: 4945:
The term "divergence" is in contrast to a distance (metric), since the symmetrized divergence does not satisfy the triangle inequality. For example, the term "Bregman distance" is still found, but "Bregman divergence" is now preferred.
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are probability distributions or other objects under consideration, such that conditions 1, 2 are satisfied. Condition 3 is required for "divergence" as used in information geometry.
1518:, to distinguish them from metric distances, which are notated with a lowercase 'd'. When multiple divergences are in use, they are commonly distinguished with subscripts, as in 1134: 1790: 2577:{\displaystyle {\begin{aligned}D\ &:\ p\mapsto D((\partial _{i})_{p},p),\\D\ &:\ p\mapsto D((\partial _{i})_{p},(\partial _{j})_{p}),\ \ \mathrm {etc.} \end{aligned}}} 1589: 1543: 779: 286: 1830: 986: 460: 5145: 5118: 960: 361: 318: 4831: 5180: 4986: 1669: 1630: 1516: 1437: 750: 614: 588: 416: 4795: 3156: 2615: 1184: 1065: 661: 192: 2991: 1361:, divergences are not required to be symmetric, and the asymmetry is important in applications. Accordingly, one often refers asymmetrically to the divergence "of 1750: 1724: 1698: 1463: 387: 3241: 3129:-divergence and a Bregman divergence is the Kullback–Leibler divergence. The squared Euclidean divergence is a Bregman divergence (corresponding to the function 487: 5331:
Jiao, Jiantao; Courtade, Thomas; No, Albert; Venkat, Kartik; Weissman, Tsachy (December 2014). "Information Measures: the Curious Case of the Binary Alphabet".
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The information geometry definition of divergence (the subject of this article) was initially referred to by alternative terms, including "quasi-distance"
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The term "divergence" for a statistical distance was used informally in various contexts from c. 1910 to c. 1940. Its formal use dates at least to
3361: 1469: 7248: 4159: 4140:{\displaystyle D^{(\alpha )}(p,q)={\frac {4}{1-\alpha ^{2}}}{\bigg (}1-\int p(x)^{\frac {1-\alpha }{2}}q(x)^{\frac {1+\alpha }{2}}dx{\bigg )}} 7753: 4648: 3121:; however, other types of divergence functions are also encountered in the literature. The only divergence for probabilities over a finite 4855:, entitled "On a measure of divergence between two statistical populations defined by their probability distributions", which defined the 7903: 7527: 6168: 5595:
Bhattacharyya, A. (1943). "On a measure of divergence between two statistical populations defined by their probability distributions".
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referred generally to such a function as a "coefficient of divergence", and showed that many existing functions could be expressed as
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in 1948), referring to the asymmetric function as "the mean information for discrimination ... per observation", while
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of the Bregman generator of the original divergence. For example, for the squared Euclidean distance, the generator is
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Ali, S. M.; Silvey, S. D. (1966). "A General Class of Coefficients of Divergence of One Distribution from Another".
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Nielsen, F.; Nock, R. (2013). "On the Chi square and higher-order Chi distances for approximating f-divergences".
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to be a statistical manifold, meaning that it can be parametrized with a finite-dimensional coordinate system
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Often a different separator between parameters is used, particularly to emphasize the asymmetry. In
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Notation for divergences varies significantly between fields, though there are some conventions.
101: 8182: 8022: 7952: 7745: 7682: 7437: 7324: 6321: 6218: 6125: 6004: 5903: 4863:, entitled "On a Measure of Divergence between Two Multinomial Populations", which defined the 4856: 4151: 3088: 965: 421: 24: 5123: 5096: 2845:{\displaystyle {\begin{aligned}&D=D=0,\\&D=D=-D\ \equiv \ g_{ij}^{(D)},\end{aligned}}} 929: 325: 291: 8047: 7989: 7932: 7758: 7651: 7560: 7286: 7170: 7029: 7021: 6911: 6903: 6718: 6614: 6592: 6551: 6516: 6483: 6429: 6404: 6359: 6298: 6258: 6060: 5883: 4807: 2879: 1404:
In general statistics and probability, "divergence" generally refers to any kind of function
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Bhattacharyya, A. (1946). "On a Measure of Divergence between Two Multinomial Populations".
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Adhikari, B. P.; Joshi, D. D. (1956). "Distance, discrimination et résumé exhaustif".
8126: 8037: 8007: 7999: 7819: 7810: 7735: 7666: 7522: 7507: 7482: 7370: 7311: 7177: 7165: 6791: 6708: 6652: 6575: 6419: 6341: 6120: 5994: 5804: 5706: 5575: 5552: 5522: 5485: 5358: 3104: 3021: 2883: 2864: 919:{\displaystyle D(x(p),x(p)+dx)=\textstyle {\frac {1}{2}}dx^{T}g_{p}(x)dx+O(|dx|^{3})} 534: 5543:. Applied Mathematical Sciences. Vol. 194. Springer Japan. pp. XIII, 374. 5370: 77:. There are numerous other specific divergences and classes of divergences, notably 8062: 8017: 7781: 7768: 7661: 7636: 7570: 7502: 7380: 6988: 6881: 6814: 6727: 6674: 6493: 6364: 6158: 6042: 5957: 5924: 5827: 5787: 5757: 5735: 5698: 5675: 5648: 5621: 5544: 5475: 5350: 5305: 5293: 4800: 4760: 3072: 1633: 753: 66: 1342:{\displaystyle D_{S}(p,q)=\textstyle {\frac {1}{2}}{\big (}D(p,q)+D(q,p){\big )}.} 7979: 7723: 7585: 7512: 7187: 7061: 7034: 7011: 6980: 6607: 6602: 6556: 6286: 5937: 5775: 5739: 4906: 1636:; this notation is common for the KL divergence. A colon may be used instead, as 47: 7469: 1233:, its symmetrized version is obtained by averaging it with its dual divergence: 7928: 7923: 6386: 6316: 5962: 4759:
The dual divergence to a Bregman divergence is the divergence generated by the
463: 5832: 5815: 5762: 5743: 5680: 5663: 5653: 5636: 5548: 1632:, and emphasizes interpreting the divergence as a relative measurement, as in 8171: 8085: 8052: 7915: 7876: 7687: 7656: 7120: 7074: 6679: 6381: 6208: 5972: 5967: 5710: 5626: 5609: 5579: 5489: 5480: 5463: 5362: 5354: 5297: 3466:{\displaystyle D_{f}(p,q)=\int p(x)f{\bigg (}{\frac {q(x)}{p(x)}}{\bigg )}dx} 3096: 1671:; this emphasizes the relative information supporting the two distributions. 1034:
of condition 3 shows that divergence has the dimension of squared distance.
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Bregman divergences correspond to convex functions on convex sets. Given a
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Function that measures dissimilarity between two probability distributions
8070: 8032: 7715: 7616: 7478: 7291: 7258: 6750: 6667: 6662: 6306: 6263: 6243: 6223: 6213: 5982: 4270:{\displaystyle D_{\chi ^{2}}(p,q)=\int {\frac {(p(x)-q(x))^{2}}{p(x)}}dx} 3005:(·, ·) generates on a statistical manifold a unique dualistic structure ( 5587: 1700:
interprets the parameters as probability distributions, while lowercase
1472:, a commonly used statistical divergence, does not satisfy condition 3. 6916: 6396: 6096: 6027: 5977: 5952: 5872: 5771: 5718: 5497: 4613: 7069: 6921: 6541: 6336: 6248: 6233: 6228: 6193: 5203: 5201: 5199: 4749:{\displaystyle D_{F}(p,q)=F(p)-F(q)-\langle \nabla F(q),p-q\rangle .} 4883:
for statistically distances. Numerous references to earlier uses of
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measures the convexity of: the error of the linear approximation of
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Journal of the Royal Statistical Society. Series B (Methodological)
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referred to the asymmetric function as the "directed divergence".
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divergence (this function had already been defined and used by
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Divergences are generally notated with an uppercase 'D', as in
5841: 5509:. Lecture Notes in Statistics. Vol. 28. Springer-Verlag. 5389: 3087:(SED). Minimizing these two divergences is the main way that 1846:
Many properties of divergences can be derived if we restrict
4942:-divergence, and has become standard for the general class. 5932: 1389:
distance, not linear distance, and thus do not satisfy the
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to this connection ∇* is generated by the dual divergence
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interprets them geometrically as points in a space, and
5377: 5093:, p. 80), where the KL divergence between measure 4799:, while for the relative entropy the generator is the 4487: 4395: 3110:
The two most important classes of divergences are the
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The notation for parameters varies as well. Uppercase
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Sankhyā: The Indian Journal of Statistics (1933-1960)
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Autoregressive conditional heteroskedasticity (ARCH)
5330: 7216: 5312: 5228: 5174: 5139: 5112: 5037: 4980: 4825: 4789: 4748: 4578: 4269: 4139: 3964: 3719: 3594: 3465: 3347: 3324:{\displaystyle f(0)=\lim _{t\to 0^{+}}f(t),f(1)=0} 3323: 3235: 3150: 2979: 2844: 2576: 2314: 1824: 1784: 1744: 1718: 1692: 1663: 1624: 1583: 1537: 1510: 1457: 1431: 1341: 1225: 1198: 1178: 1151: 1128: 1059: 1020: 1000: 980: 954: 918: 768: 744: 715: 695: 675: 655: 628: 608: 582: 552: 525: 501: 481: 454: 410: 381: 355: 312: 280: 236: 186: 159: 135: 115: 4553: 4530: 4529: 4523: 4481: 4468: 4461: 4438: 4437: 4431: 4389: 4376: 4132: 4046: 3700: 3656: 3452: 3413: 8169: 3266: 7302:Multivariate adaptive regression splines (MARS) 5734: 5395: 5090: 4992:denote their functions with a lowercase 'd' as 4950: 4898: 4872: 5507:Differential-Geometrical Methods in Statistics 4879:. The term "divergence" was used generally by 4867:. The term was popularized by its use for the 3020:for some function ƒ(·), then it generates the 2325:Now we restrict these functions to a diagonal 560:defines an inner product on the tangent space 535:parametric family of probability distributions 5857: 5594: 5565: 5448: 4888: 4860: 4852: 1330: 1284: 5513: 5207: 4845: 4740: 4710: 513:In applications to statistics, the manifold 5730:(Second ed.). Oxford University Press. 5273: 4901:actually used "divergence" to refer to the 3071:The two most important divergences are the 5902: 5864: 5850: 533:is typically the space of parameters of a 237:{\displaystyle D:M\times M\to [0,\infty )} 50:which establishes the separation from one 6515: 5831: 5761: 5688: 5679: 5652: 5625: 5541:Information Geometry and Its Applications 5479: 5419: 5344: 5287: 5038:{\displaystyle d\left(P_{1},P_{2}\right)} 4989: 4914: 4880: 3696: 3638: 1835: 5813: 5786: 5725: 5431: 5407: 5383: 5262: 4910: 4892: 4876: 2980:{\displaystyle \Gamma _{ij,k}^{(D)}=-D,} 5607: 5333:IEEE Transactions on Information Theory 5318: 4928:, p. 369) and "contrast function" 4606:, continuously differentiable function 988:. It is the Riemannian metric at point 8170: 7828:Kaplan–Meier estimator (product limit) 5661: 5634: 5251: 4929: 4591: 3079:, KL divergence), which is central to 1353:Difference from other similar concepts 7901: 7468: 7215: 6514: 6284: 5901: 5845: 5535: 5504: 5461: 5239: 5222: 4953:denoted their asymmetric function as 4933: 4925: 8138: 7838:Accelerated failure time (AFT) model 4636:as an approximation of the value at 1914:, denote the partial derivatives of 1397:) do satisfy generalizations of the 1393:, but some divergences (such as the 1385:". Secondly, divergences generalize 8150: 7433:Analysis of variance (ANOVA, anova) 6285: 5324: 683:, this defines a Riemannian metric 13: 7528:Cochran–Mantel–Haenszel statistics 6154:Pearson product-moment correlation 5703:10.1111/j.2517-6161.1966.tb00626.x 4932:, though "divergence" was used in 4895:, pp. 6–7, §1.3 Divergence). 4713: 3501: 3498: 3227: 3218: 3203: 2962: 2949: 2939: 2897: 2790: 2777: 2752: 2742: 2708: 2698: 2665: 2631: 2563: 2560: 2557: 2525: 2499: 2458: 2445: 2403: 2356: 2301: 2298: 2295: 2245: 2241: 2216: 2212: 2187: 2183: 2166: 2163: 2160: 2118: 2092: 2082: 2025: 2021: 2004: 2001: 1998: 1950: 1129:{\displaystyle D^{*}(p,q)=D(q,p).} 228: 14: 8194: 5792:Information Theory and Statistics 5749:Annals of Mathematical Statistics 5608:Csiszar, Imre (1 December 1991). 1785:{\displaystyle \mu _{1},\mu _{2}} 1556:, a double bar is commonly used: 8149: 8137: 8125: 8112: 8111: 7902: 5744:"On information and sufficiency" 3167: 466:for infinitesimal displacements 7787:Least-squares spectral analysis 5519:Methods of information geometry 5441: 1584:{\displaystyle D(p\parallel q)} 6768:Mean-unbiased minimum-variance 5871: 5820:Hiroshima Mathematical Journal 5668:Hiroshima Mathematical Journal 5664:"Geometry of minimum contrast" 5641:Hiroshima Mathematical Journal 5276:IEEE Signal Processing Letters 5267: 5256: 5245: 5169: 5157: 5083: 5067: 4975: 4963: 4725: 4719: 4704: 4698: 4689: 4683: 4674: 4662: 4567: 4561: 4513: 4507: 4499: 4493: 4421: 4415: 4407: 4401: 4365: 4353: 4350: 4338: 4326: 4314: 4255: 4249: 4235: 4231: 4225: 4216: 4210: 4204: 4192: 4180: 4102: 4095: 4070: 4063: 4013: 4001: 3996: 3990: 3943: 3937: 3928: 3922: 3903: 3900: 3894: 3885: 3879: 3873: 3862: 3856: 3839: 3833: 3819: 3813: 3796: 3790: 3768: 3756: 3691: 3685: 3672: 3666: 3642: 3629: 3576: 3570: 3562: 3556: 3537: 3531: 3519: 3507: 3444: 3438: 3430: 3424: 3405: 3399: 3387: 3375: 3312: 3306: 3297: 3291: 3273: 3259: 3253: 3230: 3212: 3209: 3206: 3191: 2971: 2935: 2921: 2915: 2830: 2824: 2799: 2773: 2761: 2732: 2723: 2694: 2674: 2655: 2646: 2627: 2544: 2535: 2521: 2509: 2495: 2492: 2486: 2467: 2441: 2428: 2413: 2399: 2396: 2390: 2371: 2352: 2282: 2270: 2137: 2128: 2114: 2102: 2078: 2075: 2062: 2050: 1975: 1960: 1946: 1943: 1658: 1646: 1619: 1612: 1605: 1578: 1566: 1505: 1493: 1426: 1414: 1325: 1313: 1304: 1292: 1265: 1253: 1120: 1108: 1099: 1087: 949: 943: 912: 902: 890: 886: 871: 865: 825: 813: 807: 798: 792: 786: 449: 428: 344: 332: 269: 257: 231: 219: 216: 1: 8081:Geographic information system 7297:Simultaneous equations models 5225:, p. 10, Definition 1.1. 5189: 4951:Kullback & Leibler (1951) 4899:Kullback & Leibler (1951) 4873:Kullback & Leibler (1951) 2878:(·, ·) also defines a unique 1854:, so that for a distribution 1832:interprets them as measures. 1538:{\displaystyle D_{\text{KL}}} 95: 89: 7264:Coefficient of determination 6875:Uniformly most powerful test 5803:in 1968; reprinted in 1978: 5451:Pub. Inst. Stat. Univ. Paris 5091:Kullback & Leibler (1951 5073:Throughout, we only require 4875:and its use in the textbook 3093:principle of maximum entropy 2587:By definition, the function 281:{\displaystyle D(p,q)\geq 0} 7: 7833:Proportional hazards models 7777:Spectral density estimation 7759:Vector autoregression (VAR) 7193:Maximum posterior estimator 6425:Randomized controlled trial 5521:. Oxford University Press. 5517:; Nagaoka, Hiroshi (2000). 5396:Kullback & Leibler 1951 5048: 4889:Adhikari & Joshi (1956) 4869:Kullback–Leibler divergence 3481:Kullback–Leibler divergence 3077:Kullback–Leibler divergence 3066: 1825:{\displaystyle m_{1},m_{2}} 1547:Kullback–Leibler divergence 1475: 752:, we may construct a local 71:Kullback–Leibler divergence 61:The simplest divergence is 10: 8199: 7593:Multivariate distributions 6013:Average absolute deviation 4846:Amari & Nagaoka (2000) 4838: 4595: 3171: 3085:squared Euclidean distance 1839: 63:squared Euclidean distance 18: 8107: 8061: 7998: 7951: 7914: 7910: 7897: 7869: 7851: 7818: 7809: 7767: 7714: 7675: 7624: 7615: 7581:Structural equation model 7536: 7493: 7489: 7464: 7423: 7389: 7343: 7310: 7272: 7239: 7235: 7211: 7151: 7060: 6979: 6943: 6934: 6917:Score/Lagrange multiplier 6902: 6855: 6800: 6726: 6717: 6527: 6523: 6510: 6469: 6443: 6395: 6350: 6332:Sample size determination 6297: 6293: 6280: 6184: 6139: 6113: 6095: 6051: 6003: 5923: 5914: 5910: 5897: 5879: 5726:Jeffreys, Harold (1948). 5549:10.1007/978-4-431-55978-8 5505:Amari, Shun-Ichi (1985). 5462:Amari, Shun-Ichi (1982). 3732:Jensen–Shannon divergence 3335:-divergence generated by 3043:Fisher information metric 1139:When we wish to contrast 1008:expressed in coordinates 981:{\displaystyle n\times n} 776:, then the divergence is 455:{\displaystyle D(p,p+dp)} 8076:Environmental statistics 7598:Elliptical distributions 7391:Generalized linear model 7320:Simple linear regression 7090:Hodges–Lehmann estimator 6547:Probability distribution 6456:Stochastic approximation 6018:Coefficient of variation 5814:Matumoto, Takao (1993). 5614:The Annals of Statistics 5597:Bull. Calcutta Math. Soc 5468:The Annals of Statistics 5355:10.1109/TIT.2014.2360184 5298:10.1109/LSP.2013.2288355 5208:Amari & Nagaoka 2000 5140:{\displaystyle \mu _{2}} 5113:{\displaystyle \mu _{1}} 5060: 3178:Given a convex function 3083:and statistics, and the 1470:total variation distance 1377:", rather than "between 955:{\displaystyle g_{p}(x)} 356:{\displaystyle D(p,q)=0} 313:{\displaystyle p,q\in M} 52:probability distribution 29:Discrepancy (statistics) 19:Not to be confused with 7736:Cross-correlation (XCF) 7344:Non-standard predictors 6778:Lehmann–ScheffĂ© theorem 6451:Adaptive clinical trial 5833:10.32917/hmj/1206128255 5763:10.1214/aoms/1177729694 5681:10.32917/hmj/1206128508 5662:Eguchi, Shinto (1992). 5654:10.32917/hmj/1206130775 5635:Eguchi, Shinto (1985). 5075:differentiability class 4990:Ali & Silvey (1966) 4915:Ali & Silvey (1966) 4881:Ali & Silvey (1966) 4826:{\displaystyle x\log x} 3089:linear inverse problems 1593:conditional probability 540:Condition 3 means that 462:is a positive-definite 102:differentiable manifold 73:), which is central to 8132:Mathematics portal 7953:Engineering statistics 7861:Nelson–Aalen estimator 7438:Analysis of covariance 7325:Ordinary least squares 7249:Pearson product-moment 6653:Statistical functional 6564:Empirical distribution 6397:Controlled experiments 6126:Frequency distribution 5904:Descriptive statistics 5627:10.1214/aos/1176348385 5481:10.1214/aos/1176345779 5176: 5175:{\displaystyle I(1:2)} 5141: 5114: 5039: 4982: 4981:{\displaystyle I(1:2)} 4857:Bhattacharyya distance 4827: 4791: 4750: 4580: 4289:)-product divergence: 4271: 4152:chi-squared divergence 4141: 3966: 3721: 3596: 3467: 3349: 3325: 3237: 3152: 2981: 2861:positive semi-definite 2846: 2578: 2316: 1836:Geometrical properties 1826: 1786: 1746: 1720: 1694: 1665: 1664:{\displaystyle D(p:q)} 1626: 1625:{\displaystyle P(A|B)} 1585: 1539: 1512: 1511:{\displaystyle D(x,y)} 1459: 1433: 1432:{\displaystyle D(p,q)} 1343: 1227: 1200: 1180: 1153: 1130: 1061: 1022: 1002: 982: 956: 920: 770: 746: 745:{\displaystyle p\in M} 717: 697: 677: 657: 630: 610: 609:{\displaystyle p\in M} 584: 583:{\displaystyle T_{p}M} 554: 527: 503: 483: 456: 412: 411:{\displaystyle p\in M} 383: 357: 314: 282: 238: 188: 161: 137: 117: 25:Deviation (statistics) 8048:Population statistics 7990:System identification 7724:Autocorrelation (ACF) 7652:Exponential smoothing 7566:Discriminant analysis 7561:Canonical correlation 7425:Partition of variance 7287:Regression validation 7131:(Jonckheere–Terpstra) 7030:Likelihood-ratio test 6719:Frequentist inference 6631:Location–scale family 6552:Sampling distribution 6517:Statistical inference 6484:Cross-sectional study 6471:Observational studies 6430:Randomized experiment 6259:Stem-and-leaf display 6061:Central limit theorem 5796:John Wiley & Sons 5728:Theory of Probability 5420:Ali & Silvey 1966 5177: 5142: 5115: 5040: 4983: 4885:statistical distances 4828: 4792: 4790:{\displaystyle x^{2}} 4751: 4581: 4272: 4142: 3967: 3722: 3597: 3468: 3350: 3326: 3238: 3153: 3151:{\displaystyle x^{2}} 3061:= 3 + 2ƒâ€Čâ€Čâ€Č(1)/ƒâ€Čâ€Č(1) 2982: 2863:and defines a unique 2847: 2579: 2317: 1882:For a pair of points 1840:Further information: 1827: 1787: 1747: 1721: 1695: 1666: 1627: 1586: 1540: 1513: 1460: 1434: 1344: 1228: 1213:Given any divergence 1201: 1181: 1179:{\displaystyle D^{*}} 1154: 1131: 1062: 1060:{\displaystyle D^{*}} 1023: 1003: 983: 957: 921: 771: 747: 718: 698: 678: 658: 656:{\displaystyle C^{2}} 631: 611: 585: 555: 528: 504: 484: 457: 413: 384: 358: 315: 283: 239: 189: 187:{\displaystyle C^{2}} 162: 138: 118: 21:Deviance (statistics) 8178:Statistical distance 7971:Probabilistic design 7556:Principal components 7399:Exponential families 7351:Nonlinear regression 7330:General linear model 7292:Mixed effects models 7282:Errors and residuals 7259:Confounding variable 7161:Bayesian probability 7139:Van der Waerden test 7129:Ordered alternative 6894:Multiple comparisons 6773:Rao–Blackwellization 6736:Estimating equations 6692:Statistical distance 6410:Factorial experiment 5943:Arithmetic-Geometric 5151: 5124: 5097: 5055:Statistical distance 4996: 4957: 4861:Bhattacharyya (1946) 4853:Bhattacharyya (1943) 4808: 4774: 4649: 4295: 4160: 3982: 3740: 3616: 3489: 3362: 3339: 3247: 3182: 3135: 3091:are solved, via the 2893: 2886:∇ with coefficients 2616: 2342: 1933: 1842:Information geometry 1796: 1756: 1730: 1704: 1678: 1640: 1599: 1560: 1522: 1487: 1443: 1408: 1240: 1217: 1190: 1163: 1143: 1074: 1044: 1032:Dimensional analysis 1012: 992: 966: 962:is a matrix of size 930: 780: 760: 730: 707: 687: 667: 640: 620: 594: 564: 544: 517: 493: 470: 422: 396: 367: 326: 292: 251: 198: 171: 151: 127: 107: 56:statistical manifold 44:statistical distance 36:information geometry 8043:Official statistics 7966:Methods engineering 7647:Seasonal adjustment 7415:Poisson regressions 7335:Bayesian regression 7274:Regression analysis 7254:Partial correlation 7226:Regression analysis 6825:Prediction interval 6820:Likelihood interval 6810:Confidence interval 6802:Interval estimation 6763:Unbiased estimators 6581:Model specification 6461:Up-and-down designs 6149:Partial correlation 6105:Index of dispersion 6023:Interquartile range 5089:A colon is used in 4865:Bhattacharyya angle 4592:Bregman divergences 3119:Bregman divergences 3101:logistic regression 3033:and the connection 3001:Thus, a divergence 2925: 2834: 2262: 2233: 2204: 2042: 1745:{\displaystyle x,y} 1719:{\displaystyle p,q} 1693:{\displaystyle P,Q} 1468:As an example, the 1458:{\displaystyle p,q} 1399:Pythagorean theorem 1391:triangle inequality 382:{\displaystyle p=q} 86:Bregman divergences 8063:Spatial statistics 7943:Medical statistics 7843:First hitting time 7797:Whittle likelihood 7448:Degrees of freedom 7443:Multivariate ANOVA 7376:Heteroscedasticity 7188:Bayesian estimator 7153:Bayesian inference 7002:Kolmogorov–Smirnov 6887:Randomization test 6857:Testing hypotheses 6830:Tolerance interval 6741:Maximum likelihood 6636:Exponential family 6569:Density estimation 6529:Statistical theory 6489:Natural experiment 6435:Scientific control 6352:Survey methodology 6038:Standard deviation 5801:Dover Publications 5172: 5137: 5110: 5035: 4978: 4823: 4787: 4746: 4622:Bregman divergence 4598:Bregman divergence 4576: 4518: 4426: 4267: 4137: 3962: 3717: 3608:Hellinger distance 3592: 3463: 3345: 3321: 3287: 3236:{\displaystyle f:} 3233: 3148: 3081:information theory 3012:For example, when 2977: 2896: 2842: 2840: 2811: 2599:) is minimized at 2574: 2572: 2312: 2310: 2265: 2248: 2236: 2219: 2207: 2190: 2045: 2028: 1822: 1782: 1742: 1716: 1690: 1661: 1622: 1581: 1554:information theory 1535: 1508: 1455: 1429: 1395:Bregman divergence 1339: 1338: 1223: 1196: 1176: 1149: 1126: 1057: 1018: 998: 978: 952: 916: 915: 766: 742: 713: 693: 673: 653: 626: 606: 580: 550: 523: 499: 482:{\displaystyle dp} 479: 452: 408: 379: 353: 310: 278: 234: 184: 157: 133: 113: 75:information theory 8165: 8164: 8103: 8102: 8099: 8098: 8038:National accounts 8008:Actuarial science 8000:Social statistics 7893: 7892: 7889: 7888: 7885: 7884: 7820:Survival function 7805: 7804: 7667:Granger causality 7508:Contingency table 7483:Survival analysis 7460: 7459: 7456: 7455: 7312:Linear regression 7207: 7206: 7203: 7202: 7178:Credible interval 7147: 7146: 6930: 6929: 6746:Method of moments 6615:Parametric family 6576:Statistical model 6506: 6505: 6502: 6501: 6420:Random assignment 6342:Statistical power 6276: 6275: 6272: 6271: 6121:Contingency table 6091: 6090: 5958:Generalized/power 5799:. Republished by 5558:978-4-431-55977-1 5339:(12): 7616–7626. 4618:Bregman generator 4589: 4588: 4547: 4517: 4455: 4425: 4369: 4259: 4121: 4089: 4042: 3950: 3782: 3694: 3675: 3580: 3448: 3348:{\displaystyle f} 3265: 3105:linear regression 3041:is the canonical 2884:affine connection 2865:Riemannian metric 2810: 2804: 2555: 2552: 2482: 2472: 2386: 2376: 2293: 2290: 2264: 2235: 2206: 2179: 2176: 2171: 2145: 2142: 2044: 2017: 2014: 2009: 1983: 1980: 1896:with coordinates 1549:(KL divergence). 1532: 1280: 1226:{\displaystyle D} 1208:primal divergence 1199:{\displaystyle D} 1152:{\displaystyle D} 1021:{\displaystyle x} 1001:{\displaystyle p} 840: 769:{\displaystyle x} 756:with coordinates 716:{\displaystyle M} 696:{\displaystyle g} 676:{\displaystyle M} 629:{\displaystyle D} 553:{\displaystyle D} 526:{\displaystyle M} 502:{\displaystyle p} 320:(non-negativity), 160:{\displaystyle M} 136:{\displaystyle n} 116:{\displaystyle M} 8190: 8153: 8152: 8141: 8140: 8130: 8129: 8115: 8114: 8018:Crime statistics 7912: 7911: 7899: 7898: 7816: 7815: 7782:Fourier analysis 7769:Frequency domain 7749: 7696: 7662:Structural break 7622: 7621: 7571:Cluster analysis 7518:Log-linear model 7491: 7490: 7466: 7465: 7407: 7381:Homoscedasticity 7237: 7236: 7213: 7212: 7132: 7124: 7116: 7115:(Kruskal–Wallis) 7100: 7085: 7040:Cross validation 7025: 7007:Anderson–Darling 6954: 6941: 6940: 6912:Likelihood-ratio 6904:Parametric tests 6882:Permutation test 6865:1- & 2-tails 6756:Minimum distance 6728:Point estimation 6724: 6723: 6675:Optimal decision 6626: 6525: 6524: 6512: 6511: 6494:Quasi-experiment 6444:Adaptive designs 6295: 6294: 6282: 6281: 6159:Rank correlation 5921: 5920: 5912: 5911: 5899: 5898: 5866: 5859: 5852: 5843: 5842: 5837: 5835: 5798: 5783: 5765: 5731: 5722: 5685: 5683: 5658: 5656: 5631: 5629: 5604: 5591: 5562: 5537:Amari, Shun-ichi 5532: 5515:Amari, Shun-ichi 5510: 5501: 5483: 5458: 5435: 5429: 5423: 5417: 5411: 5405: 5399: 5393: 5387: 5381: 5375: 5374: 5348: 5328: 5322: 5316: 5310: 5309: 5291: 5271: 5265: 5260: 5254: 5249: 5243: 5237: 5226: 5220: 5211: 5205: 5183: 5181: 5179: 5178: 5173: 5146: 5144: 5143: 5138: 5136: 5135: 5119: 5117: 5116: 5111: 5109: 5108: 5087: 5081: 5071: 5044: 5042: 5041: 5036: 5034: 5030: 5029: 5028: 5016: 5015: 4987: 4985: 4984: 4979: 4941: 4834: 4832: 4830: 4829: 4824: 4801:negative entropy 4798: 4796: 4794: 4793: 4788: 4786: 4785: 4767: 4761:convex conjugate 4755: 4753: 4752: 4747: 4661: 4660: 4641: 4635: 4629: 4611: 4585: 4583: 4582: 4577: 4557: 4556: 4550: 4549: 4548: 4543: 4532: 4527: 4526: 4519: 4516: 4502: 4488: 4485: 4484: 4472: 4471: 4465: 4464: 4458: 4457: 4456: 4451: 4440: 4435: 4434: 4427: 4424: 4410: 4396: 4393: 4392: 4380: 4379: 4370: 4368: 4333: 4313: 4312: 4276: 4274: 4273: 4268: 4260: 4258: 4244: 4243: 4242: 4202: 4179: 4178: 4177: 4176: 4146: 4144: 4143: 4138: 4136: 4135: 4123: 4122: 4117: 4106: 4091: 4090: 4085: 4074: 4050: 4049: 4043: 4041: 4040: 4039: 4020: 4000: 3999: 3971: 3969: 3968: 3963: 3955: 3951: 3946: 3917: 3869: 3865: 3826: 3822: 3783: 3775: 3755: 3754: 3726: 3724: 3723: 3718: 3710: 3709: 3704: 3703: 3695: 3681: 3676: 3662: 3660: 3659: 3628: 3627: 3601: 3599: 3598: 3593: 3585: 3581: 3579: 3565: 3551: 3506: 3505: 3504: 3477: 3476: 3472: 3470: 3469: 3464: 3456: 3455: 3449: 3447: 3433: 3419: 3417: 3416: 3374: 3373: 3354: 3352: 3351: 3346: 3330: 3328: 3327: 3322: 3286: 3285: 3284: 3242: 3240: 3239: 3234: 3159: 3157: 3155: 3154: 3149: 3147: 3146: 3125:that is both an 3073:relative entropy 3062: 3055: 3036: 3032: 2986: 2984: 2983: 2978: 2970: 2969: 2957: 2956: 2947: 2946: 2924: 2913: 2867:on the manifold 2851: 2849: 2848: 2843: 2841: 2833: 2822: 2808: 2802: 2798: 2797: 2785: 2784: 2760: 2759: 2750: 2749: 2716: 2715: 2706: 2705: 2689: 2673: 2672: 2639: 2638: 2622: 2609:, and therefore 2608: 2583: 2581: 2580: 2575: 2573: 2569: 2553: 2550: 2543: 2542: 2533: 2532: 2517: 2516: 2507: 2506: 2480: 2470: 2466: 2465: 2453: 2452: 2421: 2420: 2411: 2410: 2384: 2374: 2364: 2363: 2334: 2321: 2319: 2318: 2313: 2311: 2307: 2291: 2288: 2266: 2263: 2261: 2256: 2240: 2237: 2234: 2232: 2227: 2211: 2208: 2205: 2203: 2198: 2182: 2177: 2174: 2173: 2172: 2170: 2169: 2157: 2152: 2143: 2140: 2136: 2135: 2126: 2125: 2110: 2109: 2100: 2099: 2090: 2089: 2046: 2043: 2041: 2036: 2020: 2015: 2012: 2011: 2010: 2008: 2007: 1995: 1990: 1981: 1978: 1968: 1967: 1958: 1957: 1895: 1878: 1863: 1831: 1829: 1828: 1823: 1821: 1820: 1808: 1807: 1791: 1789: 1788: 1783: 1781: 1780: 1768: 1767: 1751: 1749: 1748: 1743: 1725: 1723: 1722: 1717: 1699: 1697: 1696: 1691: 1670: 1668: 1667: 1662: 1634:relative entropy 1631: 1629: 1628: 1623: 1615: 1590: 1588: 1587: 1582: 1544: 1542: 1541: 1536: 1534: 1533: 1530: 1517: 1515: 1514: 1509: 1464: 1462: 1461: 1456: 1438: 1436: 1435: 1430: 1348: 1346: 1345: 1340: 1334: 1333: 1288: 1287: 1281: 1273: 1252: 1251: 1232: 1230: 1229: 1224: 1205: 1203: 1202: 1197: 1185: 1183: 1182: 1177: 1175: 1174: 1158: 1156: 1155: 1150: 1135: 1133: 1132: 1127: 1086: 1085: 1066: 1064: 1063: 1058: 1056: 1055: 1027: 1025: 1024: 1019: 1007: 1005: 1004: 999: 987: 985: 984: 979: 961: 959: 958: 953: 942: 941: 925: 923: 922: 917: 911: 910: 905: 893: 864: 863: 854: 853: 841: 833: 775: 773: 772: 767: 754:coordinate chart 751: 749: 748: 743: 722: 720: 719: 714: 702: 700: 699: 694: 682: 680: 679: 674: 662: 660: 659: 654: 652: 651: 635: 633: 632: 627: 615: 613: 612: 607: 589: 587: 586: 581: 576: 575: 559: 557: 556: 551: 532: 530: 529: 524: 508: 506: 505: 500: 488: 486: 485: 480: 461: 459: 458: 453: 417: 415: 414: 409: 388: 386: 385: 380: 362: 360: 359: 354: 319: 317: 316: 311: 287: 285: 284: 279: 243: 241: 240: 235: 193: 191: 190: 185: 183: 182: 166: 164: 163: 158: 142: 140: 139: 134: 122: 120: 119: 114: 67:relative entropy 54:to another on a 8198: 8197: 8193: 8192: 8191: 8189: 8188: 8187: 8168: 8167: 8166: 8161: 8124: 8095: 8057: 7994: 7980:quality control 7947: 7929:Clinical trials 7906: 7881: 7865: 7853:Hazard function 7847: 7801: 7763: 7747: 7710: 7706:Breusch–Godfrey 7694: 7671: 7611: 7586:Factor analysis 7532: 7513:Graphical model 7485: 7452: 7419: 7405: 7385: 7339: 7306: 7268: 7231: 7230: 7199: 7143: 7130: 7122: 7114: 7098: 7083: 7062:Rank statistics 7056: 7035:Model selection 7023: 6981:Goodness of fit 6975: 6952: 6926: 6898: 6851: 6796: 6785:Median unbiased 6713: 6624: 6557:Order statistic 6519: 6498: 6465: 6439: 6391: 6346: 6289: 6287:Data collection 6268: 6180: 6135: 6109: 6087: 6047: 5999: 5916:Continuous data 5906: 5893: 5875: 5870: 5840: 5559: 5529: 5444: 5439: 5438: 5430: 5426: 5418: 5414: 5406: 5402: 5394: 5390: 5382: 5378: 5329: 5325: 5317: 5313: 5272: 5268: 5263:Matumoto (1993) 5261: 5257: 5250: 5246: 5238: 5229: 5221: 5214: 5206: 5197: 5192: 5187: 5186: 5152: 5149: 5148: 5131: 5127: 5125: 5122: 5121: 5104: 5100: 5098: 5095: 5094: 5088: 5084: 5072: 5068: 5063: 5051: 5024: 5020: 5011: 5007: 5006: 5002: 4997: 4994: 4993: 4958: 4955: 4954: 4937: 4911:Kullback (1959) 4907:Harold Jeffreys 4877:Kullback (1959) 4841: 4809: 4806: 4805: 4803: 4781: 4777: 4775: 4772: 4771: 4769: 4763: 4656: 4652: 4650: 4647: 4646: 4637: 4631: 4625: 4616:, known as the 4607: 4604:strictly convex 4600: 4594: 4552: 4551: 4533: 4531: 4528: 4522: 4521: 4520: 4503: 4489: 4486: 4480: 4479: 4467: 4466: 4460: 4459: 4441: 4439: 4436: 4430: 4429: 4428: 4411: 4397: 4394: 4388: 4387: 4375: 4374: 4337: 4332: 4302: 4298: 4296: 4293: 4292: 4245: 4238: 4234: 4203: 4201: 4172: 4168: 4167: 4163: 4161: 4158: 4157: 4131: 4130: 4107: 4105: 4101: 4075: 4073: 4069: 4045: 4044: 4035: 4031: 4024: 4019: 3989: 3985: 3983: 3980: 3979: 3918: 3916: 3912: 3852: 3848: 3809: 3805: 3774: 3747: 3743: 3741: 3738: 3737: 3705: 3699: 3698: 3697: 3680: 3661: 3655: 3654: 3623: 3619: 3617: 3614: 3613: 3566: 3552: 3550: 3546: 3497: 3496: 3492: 3490: 3487: 3486: 3451: 3450: 3434: 3420: 3418: 3412: 3411: 3369: 3365: 3363: 3360: 3359: 3340: 3337: 3336: 3280: 3276: 3269: 3248: 3245: 3244: 3183: 3180: 3179: 3176: 3170: 3142: 3138: 3136: 3133: 3132: 3130: 3069: 3057: 3050: 3034: 3024: 2965: 2961: 2952: 2948: 2942: 2938: 2914: 2900: 2894: 2891: 2890: 2839: 2838: 2823: 2815: 2793: 2789: 2780: 2776: 2755: 2751: 2745: 2741: 2711: 2707: 2701: 2697: 2687: 2686: 2668: 2664: 2634: 2630: 2619: 2617: 2614: 2613: 2600: 2571: 2570: 2556: 2538: 2534: 2528: 2524: 2512: 2508: 2502: 2498: 2473: 2461: 2457: 2448: 2444: 2435: 2434: 2416: 2412: 2406: 2402: 2377: 2359: 2355: 2345: 2343: 2340: 2339: 2326: 2309: 2308: 2294: 2257: 2252: 2244: 2238: 2228: 2223: 2215: 2209: 2199: 2194: 2186: 2180: 2159: 2158: 2153: 2151: 2150: 2146: 2131: 2127: 2121: 2117: 2105: 2101: 2095: 2091: 2085: 2081: 2069: 2068: 2037: 2032: 2024: 2018: 1997: 1996: 1991: 1989: 1988: 1984: 1963: 1959: 1953: 1949: 1936: 1934: 1931: 1930: 1913: 1904: 1883: 1865: 1855: 1844: 1838: 1816: 1812: 1803: 1799: 1797: 1794: 1793: 1776: 1772: 1763: 1759: 1757: 1754: 1753: 1731: 1728: 1727: 1705: 1702: 1701: 1679: 1676: 1675: 1641: 1638: 1637: 1611: 1600: 1597: 1596: 1561: 1558: 1557: 1529: 1525: 1523: 1520: 1519: 1488: 1485: 1484: 1478: 1444: 1441: 1440: 1409: 1406: 1405: 1355: 1329: 1328: 1283: 1282: 1272: 1247: 1243: 1241: 1238: 1237: 1218: 1215: 1214: 1191: 1188: 1187: 1170: 1166: 1164: 1161: 1160: 1144: 1141: 1140: 1081: 1077: 1075: 1072: 1071: 1051: 1047: 1045: 1042: 1041: 1039:dual divergence 1013: 1010: 1009: 993: 990: 989: 967: 964: 963: 937: 933: 931: 928: 927: 906: 901: 900: 889: 859: 855: 849: 845: 832: 781: 778: 777: 761: 758: 757: 731: 728: 727: 708: 705: 704: 688: 685: 684: 668: 665: 664: 647: 643: 641: 638: 637: 621: 618: 617: 595: 592: 591: 571: 567: 565: 562: 561: 545: 542: 541: 518: 515: 514: 494: 491: 490: 471: 468: 467: 423: 420: 419: 397: 394: 393: 392:At every point 368: 365: 364: 363:if and only if 327: 324: 323: 293: 290: 289: 252: 249: 248: 199: 196: 195: 178: 174: 172: 169: 168: 152: 149: 148: 128: 125: 124: 108: 105: 104: 98: 90:§ Examples 48:binary function 32: 17: 12: 11: 5: 8196: 8186: 8185: 8180: 8163: 8162: 8160: 8159: 8147: 8135: 8121: 8108: 8105: 8104: 8101: 8100: 8097: 8096: 8094: 8093: 8088: 8083: 8078: 8073: 8067: 8065: 8059: 8058: 8056: 8055: 8050: 8045: 8040: 8035: 8030: 8025: 8020: 8015: 8010: 8004: 8002: 7996: 7995: 7993: 7992: 7987: 7982: 7973: 7968: 7963: 7957: 7955: 7949: 7948: 7946: 7945: 7940: 7935: 7926: 7924:Bioinformatics 7920: 7918: 7908: 7907: 7895: 7894: 7891: 7890: 7887: 7886: 7883: 7882: 7880: 7879: 7873: 7871: 7867: 7866: 7864: 7863: 7857: 7855: 7849: 7848: 7846: 7845: 7840: 7835: 7830: 7824: 7822: 7813: 7807: 7806: 7803: 7802: 7800: 7799: 7794: 7789: 7784: 7779: 7773: 7771: 7765: 7764: 7762: 7761: 7756: 7751: 7743: 7738: 7733: 7732: 7731: 7729:partial (PACF) 7720: 7718: 7712: 7711: 7709: 7708: 7703: 7698: 7690: 7685: 7679: 7677: 7676:Specific tests 7673: 7672: 7670: 7669: 7664: 7659: 7654: 7649: 7644: 7639: 7634: 7628: 7626: 7619: 7613: 7612: 7610: 7609: 7608: 7607: 7606: 7605: 7590: 7589: 7588: 7578: 7576:Classification 7573: 7568: 7563: 7558: 7553: 7548: 7542: 7540: 7534: 7533: 7531: 7530: 7525: 7523:McNemar's test 7520: 7515: 7510: 7505: 7499: 7497: 7487: 7486: 7462: 7461: 7458: 7457: 7454: 7453: 7451: 7450: 7445: 7440: 7435: 7429: 7427: 7421: 7420: 7418: 7417: 7401: 7395: 7393: 7387: 7386: 7384: 7383: 7378: 7373: 7368: 7363: 7361:Semiparametric 7358: 7353: 7347: 7345: 7341: 7340: 7338: 7337: 7332: 7327: 7322: 7316: 7314: 7308: 7307: 7305: 7304: 7299: 7294: 7289: 7284: 7278: 7276: 7270: 7269: 7267: 7266: 7261: 7256: 7251: 7245: 7243: 7233: 7232: 7229: 7228: 7223: 7217: 7209: 7208: 7205: 7204: 7201: 7200: 7198: 7197: 7196: 7195: 7185: 7180: 7175: 7174: 7173: 7168: 7157: 7155: 7149: 7148: 7145: 7144: 7142: 7141: 7136: 7135: 7134: 7126: 7118: 7102: 7099:(Mann–Whitney) 7094: 7093: 7092: 7079: 7078: 7077: 7066: 7064: 7058: 7057: 7055: 7054: 7053: 7052: 7047: 7042: 7032: 7027: 7024:(Shapiro–Wilk) 7019: 7014: 7009: 7004: 6999: 6991: 6985: 6983: 6977: 6976: 6974: 6973: 6965: 6956: 6944: 6938: 6936:Specific tests 6932: 6931: 6928: 6927: 6925: 6924: 6919: 6914: 6908: 6906: 6900: 6899: 6897: 6896: 6891: 6890: 6889: 6879: 6878: 6877: 6867: 6861: 6859: 6853: 6852: 6850: 6849: 6848: 6847: 6842: 6832: 6827: 6822: 6817: 6812: 6806: 6804: 6798: 6797: 6795: 6794: 6789: 6788: 6787: 6782: 6781: 6780: 6775: 6760: 6759: 6758: 6753: 6748: 6743: 6732: 6730: 6721: 6715: 6714: 6712: 6711: 6706: 6701: 6700: 6699: 6689: 6684: 6683: 6682: 6672: 6671: 6670: 6665: 6660: 6650: 6645: 6640: 6639: 6638: 6633: 6628: 6612: 6611: 6610: 6605: 6600: 6590: 6589: 6588: 6583: 6573: 6572: 6571: 6561: 6560: 6559: 6549: 6544: 6539: 6533: 6531: 6521: 6520: 6508: 6507: 6504: 6503: 6500: 6499: 6497: 6496: 6491: 6486: 6481: 6475: 6473: 6467: 6466: 6464: 6463: 6458: 6453: 6447: 6445: 6441: 6440: 6438: 6437: 6432: 6427: 6422: 6417: 6412: 6407: 6401: 6399: 6393: 6392: 6390: 6389: 6387:Standard error 6384: 6379: 6374: 6373: 6372: 6367: 6356: 6354: 6348: 6347: 6345: 6344: 6339: 6334: 6329: 6324: 6319: 6317:Optimal design 6314: 6309: 6303: 6301: 6291: 6290: 6278: 6277: 6274: 6273: 6270: 6269: 6267: 6266: 6261: 6256: 6251: 6246: 6241: 6236: 6231: 6226: 6221: 6216: 6211: 6206: 6201: 6196: 6190: 6188: 6182: 6181: 6179: 6178: 6173: 6172: 6171: 6166: 6156: 6151: 6145: 6143: 6137: 6136: 6134: 6133: 6128: 6123: 6117: 6115: 6114:Summary tables 6111: 6110: 6108: 6107: 6101: 6099: 6093: 6092: 6089: 6088: 6086: 6085: 6084: 6083: 6078: 6073: 6063: 6057: 6055: 6049: 6048: 6046: 6045: 6040: 6035: 6030: 6025: 6020: 6015: 6009: 6007: 6001: 6000: 5998: 5997: 5992: 5987: 5986: 5985: 5980: 5975: 5970: 5965: 5960: 5955: 5950: 5948:Contraharmonic 5945: 5940: 5929: 5927: 5918: 5908: 5907: 5895: 5894: 5892: 5891: 5886: 5880: 5877: 5876: 5869: 5868: 5861: 5854: 5846: 5839: 5838: 5826:(2): 327–332. 5811: 5784: 5732: 5723: 5697:(1): 131–142. 5686: 5674:(3): 631–647. 5659: 5647:(2): 341–391. 5632: 5605: 5592: 5574:(4): 401–406. 5563: 5557: 5533: 5527: 5511: 5502: 5474:(2): 357–385. 5459: 5445: 5443: 5440: 5437: 5436: 5424: 5422:, p. 139. 5412: 5400: 5388: 5386:, p. 158. 5376: 5323: 5311: 5266: 5255: 5244: 5227: 5212: 5210:, chapter 3.2. 5194: 5193: 5191: 5188: 5185: 5184: 5171: 5168: 5165: 5162: 5159: 5156: 5147:is written as 5134: 5130: 5107: 5103: 5082: 5065: 5064: 5062: 5059: 5058: 5057: 5050: 5047: 5033: 5027: 5023: 5019: 5014: 5010: 5005: 5001: 4977: 4974: 4971: 4968: 4965: 4962: 4949:Notationally, 4893:Kullback (1959 4840: 4837: 4822: 4819: 4816: 4813: 4784: 4780: 4757: 4756: 4745: 4742: 4739: 4736: 4733: 4730: 4727: 4724: 4721: 4718: 4715: 4712: 4709: 4706: 4703: 4700: 4697: 4694: 4691: 4688: 4685: 4682: 4679: 4676: 4673: 4670: 4667: 4664: 4659: 4655: 4596:Main article: 4593: 4590: 4587: 4586: 4575: 4572: 4569: 4566: 4563: 4560: 4555: 4546: 4542: 4539: 4536: 4525: 4515: 4512: 4509: 4506: 4501: 4498: 4495: 4492: 4483: 4478: 4475: 4470: 4463: 4454: 4450: 4447: 4444: 4433: 4423: 4420: 4417: 4414: 4409: 4406: 4403: 4400: 4391: 4386: 4383: 4378: 4373: 4367: 4364: 4361: 4358: 4355: 4352: 4349: 4346: 4343: 4340: 4336: 4331: 4328: 4325: 4322: 4319: 4316: 4311: 4308: 4305: 4301: 4290: 4278: 4277: 4266: 4263: 4257: 4254: 4251: 4248: 4241: 4237: 4233: 4230: 4227: 4224: 4221: 4218: 4215: 4212: 4209: 4206: 4200: 4197: 4194: 4191: 4188: 4185: 4182: 4175: 4171: 4166: 4155: 4148: 4147: 4134: 4129: 4126: 4120: 4116: 4113: 4110: 4104: 4100: 4097: 4094: 4088: 4084: 4081: 4078: 4072: 4068: 4065: 4062: 4059: 4056: 4053: 4048: 4038: 4034: 4030: 4027: 4023: 4018: 4015: 4012: 4009: 4006: 4003: 3998: 3995: 3992: 3988: 3977: 3973: 3972: 3961: 3958: 3954: 3949: 3945: 3942: 3939: 3936: 3933: 3930: 3927: 3924: 3921: 3915: 3911: 3908: 3905: 3902: 3899: 3896: 3893: 3890: 3887: 3884: 3881: 3878: 3875: 3872: 3868: 3864: 3861: 3858: 3855: 3851: 3847: 3844: 3841: 3838: 3835: 3832: 3829: 3825: 3821: 3818: 3815: 3812: 3808: 3804: 3801: 3798: 3795: 3792: 3789: 3786: 3781: 3778: 3773: 3770: 3767: 3764: 3761: 3758: 3753: 3750: 3746: 3735: 3728: 3727: 3716: 3713: 3708: 3702: 3693: 3690: 3687: 3684: 3679: 3674: 3671: 3668: 3665: 3658: 3653: 3650: 3647: 3644: 3641: 3637: 3634: 3631: 3626: 3622: 3611: 3603: 3602: 3591: 3588: 3584: 3578: 3575: 3572: 3569: 3564: 3561: 3558: 3555: 3549: 3545: 3542: 3539: 3536: 3533: 3530: 3527: 3524: 3521: 3518: 3515: 3512: 3509: 3503: 3500: 3495: 3484: 3475: 3474: 3462: 3459: 3454: 3446: 3443: 3440: 3437: 3432: 3429: 3426: 3423: 3415: 3410: 3407: 3404: 3401: 3398: 3395: 3392: 3389: 3386: 3383: 3380: 3377: 3372: 3368: 3355:is defined as 3344: 3320: 3317: 3314: 3311: 3308: 3305: 3302: 3299: 3296: 3293: 3290: 3283: 3279: 3275: 3272: 3268: 3264: 3261: 3258: 3255: 3252: 3232: 3229: 3226: 3223: 3220: 3217: 3214: 3211: 3208: 3205: 3202: 3199: 3196: 3193: 3190: 3187: 3172:Main article: 3169: 3166: 3145: 3141: 3068: 3065: 2988: 2987: 2976: 2973: 2968: 2964: 2960: 2955: 2951: 2945: 2941: 2937: 2934: 2931: 2928: 2923: 2920: 2917: 2912: 2909: 2906: 2903: 2899: 2853: 2852: 2837: 2832: 2829: 2826: 2821: 2818: 2814: 2807: 2801: 2796: 2792: 2788: 2783: 2779: 2775: 2772: 2769: 2766: 2763: 2758: 2754: 2748: 2744: 2740: 2737: 2734: 2731: 2728: 2725: 2722: 2719: 2714: 2710: 2704: 2700: 2696: 2693: 2690: 2688: 2685: 2682: 2679: 2676: 2671: 2667: 2663: 2660: 2657: 2654: 2651: 2648: 2645: 2642: 2637: 2633: 2629: 2626: 2623: 2621: 2585: 2584: 2568: 2565: 2562: 2559: 2549: 2546: 2541: 2537: 2531: 2527: 2523: 2520: 2515: 2511: 2505: 2501: 2497: 2494: 2491: 2488: 2485: 2479: 2476: 2474: 2469: 2464: 2460: 2456: 2451: 2447: 2443: 2440: 2437: 2436: 2433: 2430: 2427: 2424: 2419: 2415: 2409: 2405: 2401: 2398: 2395: 2392: 2389: 2383: 2380: 2378: 2373: 2370: 2367: 2362: 2358: 2354: 2351: 2348: 2347: 2335:, and denote 2323: 2322: 2306: 2303: 2300: 2297: 2287: 2284: 2281: 2278: 2275: 2272: 2269: 2260: 2255: 2251: 2247: 2243: 2231: 2226: 2222: 2218: 2214: 2202: 2197: 2193: 2189: 2185: 2168: 2165: 2162: 2156: 2149: 2147: 2139: 2134: 2130: 2124: 2120: 2116: 2113: 2108: 2104: 2098: 2094: 2088: 2084: 2080: 2077: 2074: 2071: 2070: 2067: 2064: 2061: 2058: 2055: 2052: 2049: 2040: 2035: 2031: 2027: 2023: 2006: 2003: 2000: 1994: 1987: 1985: 1977: 1974: 1971: 1966: 1962: 1956: 1952: 1948: 1945: 1942: 1939: 1938: 1909: 1900: 1837: 1834: 1819: 1815: 1811: 1806: 1802: 1779: 1775: 1771: 1766: 1762: 1741: 1738: 1735: 1715: 1712: 1709: 1689: 1686: 1683: 1660: 1657: 1654: 1651: 1648: 1645: 1621: 1618: 1614: 1610: 1607: 1604: 1580: 1577: 1574: 1571: 1568: 1565: 1528: 1507: 1504: 1501: 1498: 1495: 1492: 1477: 1474: 1454: 1451: 1448: 1428: 1425: 1422: 1419: 1416: 1413: 1354: 1351: 1350: 1349: 1337: 1332: 1327: 1324: 1321: 1318: 1315: 1312: 1309: 1306: 1303: 1300: 1297: 1294: 1291: 1286: 1279: 1276: 1270: 1267: 1264: 1261: 1258: 1255: 1250: 1246: 1222: 1195: 1186:, we refer to 1173: 1169: 1148: 1137: 1136: 1125: 1122: 1119: 1116: 1113: 1110: 1107: 1104: 1101: 1098: 1095: 1092: 1089: 1084: 1080: 1067:is defined as 1054: 1050: 1017: 997: 977: 974: 971: 951: 948: 945: 940: 936: 914: 909: 904: 899: 896: 892: 888: 885: 882: 879: 876: 873: 870: 867: 862: 858: 852: 848: 844: 839: 836: 830: 827: 824: 821: 818: 815: 812: 809: 806: 803: 800: 797: 794: 791: 788: 785: 765: 741: 738: 735: 712: 692: 672: 650: 646: 625: 605: 602: 599: 579: 574: 570: 549: 522: 511: 510: 498: 478: 475: 464:quadratic form 451: 448: 445: 442: 439: 436: 433: 430: 427: 407: 404: 401: 390: 378: 375: 372: 352: 349: 346: 343: 340: 337: 334: 331: 321: 309: 306: 303: 300: 297: 277: 274: 271: 268: 265: 262: 259: 256: 233: 230: 227: 224: 221: 218: 215: 212: 209: 206: 203: 181: 177: 156: 132: 112: 97: 94: 15: 9: 6: 4: 3: 2: 8195: 8184: 8183:F-divergences 8181: 8179: 8176: 8175: 8173: 8158: 8157: 8148: 8146: 8145: 8136: 8134: 8133: 8128: 8122: 8120: 8119: 8110: 8109: 8106: 8092: 8089: 8087: 8086:Geostatistics 8084: 8082: 8079: 8077: 8074: 8072: 8069: 8068: 8066: 8064: 8060: 8054: 8053:Psychometrics 8051: 8049: 8046: 8044: 8041: 8039: 8036: 8034: 8031: 8029: 8026: 8024: 8021: 8019: 8016: 8014: 8011: 8009: 8006: 8005: 8003: 8001: 7997: 7991: 7988: 7986: 7983: 7981: 7977: 7974: 7972: 7969: 7967: 7964: 7962: 7959: 7958: 7956: 7954: 7950: 7944: 7941: 7939: 7936: 7934: 7930: 7927: 7925: 7922: 7921: 7919: 7917: 7916:Biostatistics 7913: 7909: 7905: 7900: 7896: 7878: 7877:Log-rank test 7875: 7874: 7872: 7868: 7862: 7859: 7858: 7856: 7854: 7850: 7844: 7841: 7839: 7836: 7834: 7831: 7829: 7826: 7825: 7823: 7821: 7817: 7814: 7812: 7808: 7798: 7795: 7793: 7790: 7788: 7785: 7783: 7780: 7778: 7775: 7774: 7772: 7770: 7766: 7760: 7757: 7755: 7752: 7750: 7748:(Box–Jenkins) 7744: 7742: 7739: 7737: 7734: 7730: 7727: 7726: 7725: 7722: 7721: 7719: 7717: 7713: 7707: 7704: 7702: 7701:Durbin–Watson 7699: 7697: 7691: 7689: 7686: 7684: 7683:Dickey–Fuller 7681: 7680: 7678: 7674: 7668: 7665: 7663: 7660: 7658: 7657:Cointegration 7655: 7653: 7650: 7648: 7645: 7643: 7640: 7638: 7635: 7633: 7632:Decomposition 7630: 7629: 7627: 7623: 7620: 7618: 7614: 7604: 7601: 7600: 7599: 7596: 7595: 7594: 7591: 7587: 7584: 7583: 7582: 7579: 7577: 7574: 7572: 7569: 7567: 7564: 7562: 7559: 7557: 7554: 7552: 7549: 7547: 7544: 7543: 7541: 7539: 7535: 7529: 7526: 7524: 7521: 7519: 7516: 7514: 7511: 7509: 7506: 7504: 7503:Cohen's kappa 7501: 7500: 7498: 7496: 7492: 7488: 7484: 7480: 7476: 7472: 7467: 7463: 7449: 7446: 7444: 7441: 7439: 7436: 7434: 7431: 7430: 7428: 7426: 7422: 7416: 7412: 7408: 7402: 7400: 7397: 7396: 7394: 7392: 7388: 7382: 7379: 7377: 7374: 7372: 7369: 7367: 7364: 7362: 7359: 7357: 7356:Nonparametric 7354: 7352: 7349: 7348: 7346: 7342: 7336: 7333: 7331: 7328: 7326: 7323: 7321: 7318: 7317: 7315: 7313: 7309: 7303: 7300: 7298: 7295: 7293: 7290: 7288: 7285: 7283: 7280: 7279: 7277: 7275: 7271: 7265: 7262: 7260: 7257: 7255: 7252: 7250: 7247: 7246: 7244: 7242: 7238: 7234: 7227: 7224: 7222: 7219: 7218: 7214: 7210: 7194: 7191: 7190: 7189: 7186: 7184: 7181: 7179: 7176: 7172: 7169: 7167: 7164: 7163: 7162: 7159: 7158: 7156: 7154: 7150: 7140: 7137: 7133: 7127: 7125: 7119: 7117: 7111: 7110: 7109: 7106: 7105:Nonparametric 7103: 7101: 7095: 7091: 7088: 7087: 7086: 7080: 7076: 7075:Sample median 7073: 7072: 7071: 7068: 7067: 7065: 7063: 7059: 7051: 7048: 7046: 7043: 7041: 7038: 7037: 7036: 7033: 7031: 7028: 7026: 7020: 7018: 7015: 7013: 7010: 7008: 7005: 7003: 7000: 6998: 6996: 6992: 6990: 6987: 6986: 6984: 6982: 6978: 6972: 6970: 6966: 6964: 6962: 6957: 6955: 6950: 6946: 6945: 6942: 6939: 6937: 6933: 6923: 6920: 6918: 6915: 6913: 6910: 6909: 6907: 6905: 6901: 6895: 6892: 6888: 6885: 6884: 6883: 6880: 6876: 6873: 6872: 6871: 6868: 6866: 6863: 6862: 6860: 6858: 6854: 6846: 6843: 6841: 6838: 6837: 6836: 6833: 6831: 6828: 6826: 6823: 6821: 6818: 6816: 6813: 6811: 6808: 6807: 6805: 6803: 6799: 6793: 6790: 6786: 6783: 6779: 6776: 6774: 6771: 6770: 6769: 6766: 6765: 6764: 6761: 6757: 6754: 6752: 6749: 6747: 6744: 6742: 6739: 6738: 6737: 6734: 6733: 6731: 6729: 6725: 6722: 6720: 6716: 6710: 6707: 6705: 6702: 6698: 6695: 6694: 6693: 6690: 6688: 6685: 6681: 6680:loss function 6678: 6677: 6676: 6673: 6669: 6666: 6664: 6661: 6659: 6656: 6655: 6654: 6651: 6649: 6646: 6644: 6641: 6637: 6634: 6632: 6629: 6627: 6621: 6618: 6617: 6616: 6613: 6609: 6606: 6604: 6601: 6599: 6596: 6595: 6594: 6591: 6587: 6584: 6582: 6579: 6578: 6577: 6574: 6570: 6567: 6566: 6565: 6562: 6558: 6555: 6554: 6553: 6550: 6548: 6545: 6543: 6540: 6538: 6535: 6534: 6532: 6530: 6526: 6522: 6518: 6513: 6509: 6495: 6492: 6490: 6487: 6485: 6482: 6480: 6477: 6476: 6474: 6472: 6468: 6462: 6459: 6457: 6454: 6452: 6449: 6448: 6446: 6442: 6436: 6433: 6431: 6428: 6426: 6423: 6421: 6418: 6416: 6413: 6411: 6408: 6406: 6403: 6402: 6400: 6398: 6394: 6388: 6385: 6383: 6382:Questionnaire 6380: 6378: 6375: 6371: 6368: 6366: 6363: 6362: 6361: 6358: 6357: 6355: 6353: 6349: 6343: 6340: 6338: 6335: 6333: 6330: 6328: 6325: 6323: 6320: 6318: 6315: 6313: 6310: 6308: 6305: 6304: 6302: 6300: 6296: 6292: 6288: 6283: 6279: 6265: 6262: 6260: 6257: 6255: 6252: 6250: 6247: 6245: 6242: 6240: 6237: 6235: 6232: 6230: 6227: 6225: 6222: 6220: 6217: 6215: 6212: 6210: 6209:Control chart 6207: 6205: 6202: 6200: 6197: 6195: 6192: 6191: 6189: 6187: 6183: 6177: 6174: 6170: 6167: 6165: 6162: 6161: 6160: 6157: 6155: 6152: 6150: 6147: 6146: 6144: 6142: 6138: 6132: 6129: 6127: 6124: 6122: 6119: 6118: 6116: 6112: 6106: 6103: 6102: 6100: 6098: 6094: 6082: 6079: 6077: 6074: 6072: 6069: 6068: 6067: 6064: 6062: 6059: 6058: 6056: 6054: 6050: 6044: 6041: 6039: 6036: 6034: 6031: 6029: 6026: 6024: 6021: 6019: 6016: 6014: 6011: 6010: 6008: 6006: 6002: 5996: 5993: 5991: 5988: 5984: 5981: 5979: 5976: 5974: 5971: 5969: 5966: 5964: 5961: 5959: 5956: 5954: 5951: 5949: 5946: 5944: 5941: 5939: 5936: 5935: 5934: 5931: 5930: 5928: 5926: 5922: 5919: 5917: 5913: 5909: 5905: 5900: 5896: 5890: 5887: 5885: 5882: 5881: 5878: 5874: 5867: 5862: 5860: 5855: 5853: 5848: 5847: 5844: 5834: 5829: 5825: 5821: 5817: 5812: 5810: 5809:0-8446-5625-9 5806: 5802: 5797: 5793: 5789: 5785: 5781: 5777: 5773: 5769: 5764: 5759: 5755: 5751: 5750: 5745: 5741: 5740:Leibler, R.A. 5737: 5733: 5729: 5724: 5720: 5716: 5712: 5708: 5704: 5700: 5696: 5692: 5687: 5682: 5677: 5673: 5669: 5665: 5660: 5655: 5650: 5646: 5642: 5638: 5633: 5628: 5623: 5619: 5615: 5611: 5606: 5602: 5598: 5593: 5589: 5585: 5581: 5577: 5573: 5569: 5564: 5560: 5554: 5550: 5546: 5542: 5538: 5534: 5530: 5528:0-8218-0531-2 5524: 5520: 5516: 5512: 5508: 5503: 5499: 5495: 5491: 5487: 5482: 5477: 5473: 5469: 5465: 5460: 5456: 5452: 5447: 5446: 5433: 5432:Kullback 1959 5428: 5421: 5416: 5409: 5408:Kullback 1959 5404: 5398:, p. 80. 5397: 5392: 5385: 5384:Jeffreys 1948 5380: 5372: 5368: 5364: 5360: 5356: 5352: 5347: 5342: 5338: 5334: 5327: 5320: 5315: 5307: 5303: 5299: 5295: 5290: 5285: 5281: 5277: 5270: 5264: 5259: 5253: 5252:Eguchi (1992) 5248: 5242:, p. 10. 5241: 5236: 5234: 5232: 5224: 5219: 5217: 5209: 5204: 5202: 5200: 5195: 5166: 5163: 5160: 5154: 5132: 5128: 5105: 5101: 5092: 5086: 5079: 5076: 5070: 5066: 5056: 5053: 5052: 5046: 5031: 5025: 5021: 5017: 5012: 5008: 5003: 4999: 4991: 4972: 4969: 4966: 4960: 4952: 4947: 4943: 4940: 4935: 4931: 4930:Eguchi (1985) 4927: 4922: 4920: 4916: 4912: 4908: 4904: 4900: 4896: 4894: 4890: 4887:are given in 4886: 4882: 4878: 4874: 4870: 4866: 4862: 4858: 4854: 4849: 4847: 4836: 4820: 4817: 4814: 4811: 4802: 4782: 4778: 4766: 4762: 4743: 4737: 4734: 4731: 4728: 4722: 4716: 4707: 4701: 4695: 4692: 4686: 4680: 4677: 4671: 4668: 4665: 4657: 4653: 4645: 4644: 4643: 4640: 4634: 4628: 4623: 4619: 4615: 4610: 4605: 4599: 4573: 4570: 4564: 4558: 4544: 4540: 4537: 4534: 4510: 4504: 4496: 4490: 4476: 4473: 4452: 4448: 4445: 4442: 4418: 4412: 4404: 4398: 4384: 4381: 4371: 4362: 4359: 4356: 4347: 4344: 4341: 4334: 4329: 4323: 4320: 4317: 4309: 4306: 4303: 4299: 4291: 4288: 4284: 4280: 4279: 4264: 4261: 4252: 4246: 4239: 4228: 4222: 4219: 4213: 4207: 4198: 4195: 4189: 4186: 4183: 4173: 4169: 4164: 4156: 4153: 4150: 4149: 4127: 4124: 4118: 4114: 4111: 4108: 4098: 4092: 4086: 4082: 4079: 4076: 4066: 4060: 4057: 4054: 4051: 4036: 4032: 4028: 4025: 4021: 4016: 4010: 4007: 4004: 3993: 3986: 3978: 3976:α-divergence 3975: 3974: 3959: 3956: 3952: 3947: 3940: 3934: 3931: 3925: 3919: 3913: 3909: 3906: 3897: 3891: 3888: 3882: 3876: 3870: 3866: 3859: 3853: 3849: 3845: 3842: 3836: 3830: 3827: 3823: 3816: 3810: 3806: 3802: 3799: 3793: 3787: 3784: 3779: 3776: 3771: 3765: 3762: 3759: 3751: 3748: 3744: 3736: 3733: 3730: 3729: 3714: 3711: 3706: 3688: 3682: 3677: 3669: 3663: 3651: 3648: 3645: 3639: 3635: 3632: 3624: 3620: 3612: 3609: 3605: 3604: 3589: 3586: 3582: 3573: 3567: 3559: 3553: 3547: 3543: 3540: 3534: 3528: 3525: 3522: 3516: 3513: 3510: 3493: 3485: 3482: 3479: 3478: 3460: 3457: 3441: 3435: 3427: 3421: 3408: 3402: 3396: 3393: 3390: 3384: 3381: 3378: 3370: 3366: 3358: 3357: 3356: 3342: 3334: 3318: 3315: 3309: 3303: 3300: 3294: 3288: 3281: 3277: 3270: 3262: 3256: 3250: 3224: 3221: 3215: 3200: 3197: 3194: 3188: 3185: 3175: 3168:f-divergences 3165: 3164:-divergence. 3163: 3160:) but not an 3143: 3139: 3128: 3124: 3120: 3116: 3114: 3108: 3106: 3102: 3099:, notably in 3098: 3097:least squares 3094: 3090: 3086: 3082: 3078: 3074: 3064: 3060: 3053: 3048: 3044: 3040: 3031: 3027: 3023: 3019: 3015: 3010: 3008: 3004: 2999: 2997: 2993: 2974: 2966: 2958: 2953: 2943: 2932: 2929: 2926: 2918: 2910: 2907: 2904: 2901: 2889: 2888: 2887: 2885: 2881: 2877: 2872: 2870: 2866: 2862: 2858: 2855:where matrix 2835: 2827: 2819: 2816: 2812: 2805: 2794: 2786: 2781: 2770: 2767: 2764: 2756: 2746: 2738: 2735: 2729: 2726: 2720: 2717: 2712: 2702: 2691: 2683: 2680: 2677: 2669: 2661: 2658: 2652: 2649: 2643: 2640: 2635: 2624: 2612: 2611: 2610: 2607: 2603: 2598: 2594: 2590: 2566: 2547: 2539: 2529: 2518: 2513: 2503: 2489: 2483: 2477: 2475: 2462: 2454: 2449: 2438: 2431: 2425: 2422: 2417: 2407: 2393: 2387: 2381: 2379: 2368: 2365: 2360: 2349: 2338: 2337: 2336: 2333: 2329: 2304: 2285: 2279: 2276: 2273: 2267: 2258: 2253: 2249: 2229: 2224: 2220: 2200: 2195: 2191: 2154: 2148: 2132: 2122: 2111: 2106: 2096: 2086: 2072: 2065: 2059: 2056: 2053: 2047: 2038: 2033: 2029: 1992: 1986: 1972: 1969: 1964: 1954: 1940: 1929: 1928: 1927: 1925: 1921: 1917: 1912: 1908: 1903: 1899: 1894: 1890: 1886: 1880: 1876: 1872: 1868: 1864:we can write 1862: 1858: 1853: 1849: 1843: 1833: 1817: 1813: 1809: 1804: 1800: 1777: 1773: 1769: 1764: 1760: 1739: 1736: 1733: 1713: 1710: 1707: 1687: 1684: 1681: 1672: 1655: 1652: 1649: 1643: 1635: 1616: 1608: 1602: 1594: 1575: 1572: 1569: 1563: 1555: 1550: 1548: 1526: 1502: 1499: 1496: 1490: 1481: 1473: 1471: 1466: 1452: 1449: 1446: 1423: 1420: 1417: 1411: 1402: 1400: 1396: 1392: 1388: 1384: 1380: 1376: 1372: 1368: 1364: 1360: 1335: 1322: 1319: 1316: 1310: 1307: 1301: 1298: 1295: 1289: 1277: 1274: 1268: 1262: 1259: 1256: 1248: 1244: 1236: 1235: 1234: 1220: 1211: 1209: 1193: 1171: 1167: 1146: 1123: 1117: 1114: 1111: 1105: 1102: 1096: 1093: 1090: 1082: 1078: 1070: 1069: 1068: 1052: 1048: 1040: 1035: 1033: 1029: 1015: 995: 975: 972: 969: 946: 938: 934: 907: 897: 894: 883: 880: 877: 874: 868: 860: 856: 850: 846: 842: 837: 834: 828: 822: 819: 816: 810: 804: 801: 795: 789: 783: 763: 755: 739: 736: 733: 724: 710: 690: 670: 648: 644: 623: 603: 600: 597: 577: 572: 568: 547: 538: 536: 520: 496: 476: 473: 465: 446: 443: 440: 437: 434: 431: 425: 405: 402: 399: 391: 389:(positivity), 376: 373: 370: 350: 347: 341: 338: 335: 329: 322: 307: 304: 301: 298: 295: 275: 272: 266: 263: 260: 254: 247: 246: 245: 225: 222: 213: 210: 207: 204: 201: 179: 175: 154: 146: 130: 123:of dimension 110: 103: 93: 91: 87: 83: 81: 76: 72: 69:(also called 68: 64: 59: 57: 53: 49: 45: 42:is a kind of 41: 37: 30: 26: 22: 8154: 8142: 8123: 8116: 8028:Econometrics 7978: / 7961:Chemometrics 7938:Epidemiology 7931: / 7904:Applications 7746:ARIMA model 7693:Q-statistic 7642:Stationarity 7538:Multivariate 7481: / 7477: / 7475:Multivariate 7473: / 7413: / 7409: / 7183:Bayes factor 7082:Signed rank 6994: 6968: 6960: 6948: 6696: 6643:Completeness 6479:Cohort study 6377:Opinion poll 6312:Missing data 6299:Study design 6254:Scatter plot 6176:Scatter plot 6169:Spearman's ρ 6131:Grouped data 5823: 5819: 5791: 5788:Kullback, S. 5756:(1): 79–86. 5753: 5747: 5736:Kullback, S. 5727: 5694: 5690: 5671: 5667: 5644: 5640: 5617: 5613: 5600: 5596: 5571: 5567: 5540: 5518: 5506: 5471: 5467: 5454: 5450: 5442:Bibliography 5434:, p. 6. 5427: 5415: 5410:, p. 7. 5403: 5391: 5379: 5336: 5332: 5326: 5319:Csiszar 1991 5314: 5279: 5275: 5269: 5258: 5247: 5085: 5077: 5069: 4948: 4944: 4938: 4934:Amari (1985) 4923: 4918: 4902: 4897: 4850: 4842: 4764: 4758: 4638: 4632: 4626: 4617: 4608: 4601: 4286: 4282: 3332: 3177: 3174:f-divergence 3161: 3126: 3115:-divergences 3112: 3109: 3070: 3058: 3051: 3047:α-connection 3038: 3029: 3025: 3018:f-divergence 3013: 3011: 3006: 3002: 3000: 2995: 2989: 2875: 2873: 2868: 2856: 2854: 2605: 2601: 2596: 2592: 2588: 2586: 2331: 2327: 2324: 1923: 1919: 1915: 1910: 1906: 1901: 1897: 1892: 1888: 1884: 1881: 1874: 1870: 1866: 1860: 1856: 1851: 1847: 1845: 1673: 1551: 1482: 1479: 1467: 1403: 1386: 1382: 1378: 1374: 1370: 1366: 1362: 1356: 1212: 1207: 1138: 1038: 1036: 1030: 725: 539: 512: 244:satisfying: 144: 99: 82:-divergences 79: 60: 39: 33: 8156:WikiProject 8071:Cartography 8033:Jurimetrics 7985:Reliability 7716:Time domain 7695:(Ljung–Box) 7617:Time-series 7495:Categorical 7479:Time-series 7471:Categorical 7406:(Bernoulli) 7241:Correlation 7221:Correlation 7017:Jarque–Bera 6989:Chi-squared 6751:M-estimator 6704:Asymptotics 6648:Sufficiency 6415:Interaction 6327:Replication 6307:Effect size 6264:Violin plot 6244:Radar chart 6224:Forest plot 6214:Correlogram 6164:Kendall's τ 4926:Amari (1982 4903:symmetrized 3045:, ∇ is the 2874:Divergence 1369:" or "from 726:Locally at 8172:Categories 8023:Demography 7741:ARMA model 7546:Regression 7123:(Friedman) 7084:(Wilcoxon) 7022:Normality 7012:Lilliefors 6959:Student's 6835:Resampling 6709:Robustness 6697:divergence 6687:Efficiency 6625:(monotone) 6620:Likelihood 6537:Population 6370:Stratified 6322:Population 6141:Dependence 6097:Count data 6028:Percentile 6005:Dispersion 5938:Arithmetic 5873:Statistics 5240:Amari 2016 5223:Amari 2016 5190:References 4614:convex set 3243:such that 590:for every 194:-function 145:divergence 96:Definition 40:divergence 7404:Logistic 7171:posterior 7097:Rank sum 6845:Jackknife 6840:Bootstrap 6658:Bootstrap 6593:Parameter 6542:Statistic 6337:Statistic 6249:Run chart 6234:Pie chart 6229:Histogram 6219:Fan chart 6194:Bar chart 6076:L-moments 5963:Geometric 5711:0035-9246 5603:: 99–109. 5580:0036-4452 5490:0090-5364 5363:0018-9448 5346:1404.6810 5289:1309.3029 5282:: 10–13. 5129:μ 5102:μ 4818:⁡ 4741:⟩ 4735:− 4714:∇ 4711:⟨ 4708:− 4693:− 4541:β 4538:− 4477:− 4449:α 4446:− 4385:− 4372:∫ 4363:β 4360:− 4348:α 4345:− 4310:β 4304:α 4220:− 4199:∫ 4170:χ 4115:α 4083:α 4080:− 4058:∫ 4055:− 4033:α 4029:− 3994:α 3910:⁡ 3871:− 3846:⁡ 3803:⁡ 3785:∫ 3678:− 3652:∫ 3544:⁡ 3526:∫ 3394:∫ 3274:→ 3228:∞ 3219:∞ 3216:− 3210:→ 3204:∞ 2963:∂ 2950:∂ 2940:∂ 2930:− 2898:Γ 2806:≡ 2791:∂ 2778:∂ 2768:− 2753:∂ 2743:∂ 2736:⋅ 2721:⋅ 2709:∂ 2699:∂ 2666:∂ 2659:⋅ 2644:⋅ 2632:∂ 2526:∂ 2500:∂ 2487:↦ 2459:∂ 2446:∂ 2404:∂ 2391:↦ 2369:⋅ 2357:∂ 2250:θ 2246:∂ 2242:∂ 2221:θ 2217:∂ 2213:∂ 2192:θ 2188:∂ 2184:∂ 2119:∂ 2093:∂ 2083:∂ 2030:θ 2026:∂ 2022:∂ 1951:∂ 1774:μ 1761:μ 1573:∥ 1172:∗ 1083:∗ 1053:∗ 973:× 737:∈ 601:∈ 403:∈ 305:∈ 273:≥ 229:∞ 217:→ 211:× 8118:Category 7811:Survival 7688:Johansen 7411:Binomial 7366:Isotonic 6953:(normal) 6598:location 6405:Blocking 6360:Sampling 6239:Q–Q plot 6204:Box plot 6186:Graphics 6081:Skewness 6071:Kurtosis 6043:Variance 5973:Heronian 5968:Harmonic 5790:(1959), 5742:(1951). 5588:25047882 5539:(2016). 5457:: 57–74. 5371:13108908 5049:See also 4988:, while 4936:for the 3606:squared 3123:alphabet 3067:Examples 3054:= ƒâ€Čâ€Č(1) 3037:, where 2990:and the 1476:Notation 1439:, where 1159:against 616:. Since 288:for all 100:Given a 8144:Commons 8091:Kriging 7976:Process 7933:studies 7792:Wavelet 7625:General 6792:Plug-in 6586:L space 6365:Cluster 6066:Moments 5884:Outline 5780:0039968 5772:2236703 5719:2984279 5498:2240672 5306:4152365 4839:History 4833:⁠ 4804:⁠ 4797:⁠ 4770:⁠ 3158:⁠ 3131:⁠ 2880:torsion 1387:squared 1359:metrics 1357:Unlike 8013:Census 7603:Normal 7551:Manova 7371:Robust 7121:2-way 7113:1-way 6951:-test 6622:  6199:Biplot 5990:Median 5983:Lehmer 5925:Center 5807:  5778:  5770:  5717:  5709:  5586:  5578:  5555:  5525:  5496:  5488:  5369:  5361:  5304:  4859:, and 4620:, the 3331:, the 3056:, and 3022:metric 3016:is an 2882:-free 2809:  2803:  2554:  2551:  2481:  2471:  2385:  2375:  2292:  2289:  2178:  2175:  2144:  2141:  2016:  2013:  1982:  1979:  926:where 7637:Trend 7166:prior 7108:anova 6997:-test 6971:-test 6963:-test 6870:Power 6815:Pivot 6608:shape 6603:scale 6053:Shape 6033:Range 5978:Heinz 5953:Cubic 5889:Index 5768:JSTOR 5715:JSTOR 5620:(4). 5584:JSTOR 5494:JSTOR 5367:S2CID 5341:arXiv 5302:S2CID 5284:arXiv 5061:Notes 4630:from 4612:on a 3035:∇ = ∇ 1926:) as 1365:from 489:from 167:is a 88:(see 27:, or 7870:Test 7070:Sign 6922:Wald 5995:Mode 5933:Mean 5805:ISBN 5707:ISSN 5576:ISSN 5553:ISBN 5523:ISBN 5486:ISSN 5359:ISSN 5120:and 4891:and 3117:and 3103:and 3095:and 2992:dual 1905:and 1545:for 1381:and 1037:The 143:, a 84:and 46:: a 38:, a 7050:BIC 7045:AIC 5828:doi 5758:doi 5699:doi 5676:doi 5649:doi 5622:doi 5545:doi 5476:doi 5351:doi 5294:doi 4871:in 4815:log 3267:lim 3030:c·g 2998:*. 2859:is 1792:or 1726:or 1373:to 1206:as 703:on 663:on 636:is 147:on 92:). 34:In 8174:: 5824:23 5822:. 5818:. 5794:, 5776:MR 5774:. 5766:. 5754:22 5752:. 5746:. 5738:; 5713:. 5705:. 5695:28 5693:. 5672:22 5670:. 5666:. 5645:15 5643:. 5639:. 5618:19 5616:. 5612:. 5601:35 5599:. 5582:. 5570:. 5551:. 5492:. 5484:. 5472:10 5470:. 5466:. 5453:. 5365:. 5357:. 5349:. 5337:60 5335:. 5300:. 5292:. 5280:21 5278:. 5230:^ 5215:^ 5198:^ 5045:. 4848:. 4835:. 4642:: 4154:: 3907:ln 3843:ln 3800:ln 3734:: 3610:: 3541:ln 3483:: 3107:. 3063:. 3049:, 3028:= 2871:. 2604:= 2595:, 2330:= 1922:, 1891:∈ 1887:, 1879:. 1869:= 1859:∈ 1595:, 1531:KL 1401:. 1210:. 1028:. 723:. 537:. 418:, 58:. 23:, 6995:G 6969:F 6961:t 6949:Z 6668:V 6663:U 5865:e 5858:t 5851:v 5836:. 5830:: 5782:. 5760:: 5721:. 5701:: 5684:. 5678:: 5657:. 5651:: 5630:. 5624:: 5590:. 5572:7 5561:. 5547:: 5531:. 5500:. 5478:: 5455:5 5373:. 5353:: 5343:: 5321:. 5308:. 5296:: 5286:: 5182:. 5170:) 5167:2 5164:: 5161:1 5158:( 5155:I 5133:2 5106:1 5078:C 5032:) 5026:2 5022:P 5018:, 5013:1 5009:P 5004:( 5000:d 4976:) 4973:2 4970:: 4967:1 4964:( 4961:I 4939:α 4919:f 4821:x 4812:x 4783:2 4779:x 4765:F 4744:. 4738:q 4732:p 4729:, 4726:) 4723:q 4720:( 4717:F 4705:) 4702:q 4699:( 4696:F 4690:) 4687:p 4684:( 4681:F 4678:= 4675:) 4672:q 4669:, 4666:p 4663:( 4658:F 4654:D 4639:p 4633:q 4627:F 4609:F 4574:x 4571:d 4568:) 4565:x 4562:( 4559:p 4554:) 4545:2 4535:1 4524:) 4514:) 4511:x 4508:( 4505:p 4500:) 4497:x 4494:( 4491:q 4482:( 4474:1 4469:( 4462:) 4453:2 4443:1 4432:) 4422:) 4419:x 4416:( 4413:p 4408:) 4405:x 4402:( 4399:q 4390:( 4382:1 4377:( 4366:) 4357:1 4354:( 4351:) 4342:1 4339:( 4335:2 4330:= 4327:) 4324:q 4321:, 4318:p 4315:( 4307:, 4300:D 4287:ÎČ 4285:, 4283:α 4281:( 4265:x 4262:d 4256:) 4253:x 4250:( 4247:p 4240:2 4236:) 4232:) 4229:x 4226:( 4223:q 4217:) 4214:x 4211:( 4208:p 4205:( 4196:= 4193:) 4190:q 4187:, 4184:p 4181:( 4174:2 4165:D 4133:) 4128:x 4125:d 4119:2 4112:+ 4109:1 4103:) 4099:x 4096:( 4093:q 4087:2 4077:1 4071:) 4067:x 4064:( 4061:p 4052:1 4047:( 4037:2 4026:1 4022:4 4017:= 4014:) 4011:q 4008:, 4005:p 4002:( 3997:) 3991:( 3987:D 3960:x 3957:d 3953:) 3948:2 3944:) 3941:x 3938:( 3935:q 3932:+ 3929:) 3926:x 3923:( 3920:p 3914:( 3904:) 3901:) 3898:x 3895:( 3892:q 3889:+ 3886:) 3883:x 3880:( 3877:p 3874:( 3867:) 3863:) 3860:x 3857:( 3854:q 3850:( 3840:) 3837:x 3834:( 3831:q 3828:+ 3824:) 3820:) 3817:x 3814:( 3811:p 3807:( 3797:) 3794:x 3791:( 3788:p 3780:2 3777:1 3772:= 3769:) 3766:q 3763:, 3760:p 3757:( 3752:S 3749:J 3745:D 3715:x 3712:d 3707:2 3701:) 3692:) 3689:x 3686:( 3683:q 3673:) 3670:x 3667:( 3664:p 3657:( 3649:2 3646:= 3643:) 3640:q 3636:, 3633:p 3630:( 3625:2 3621:H 3590:x 3587:d 3583:) 3577:) 3574:x 3571:( 3568:q 3563:) 3560:x 3557:( 3554:p 3548:( 3538:) 3535:x 3532:( 3529:p 3523:= 3520:) 3517:q 3514:, 3511:p 3508:( 3502:L 3499:K 3494:D 3473:. 3461:x 3458:d 3453:) 3445:) 3442:x 3439:( 3436:p 3431:) 3428:x 3425:( 3422:q 3414:( 3409:f 3406:) 3403:x 3400:( 3397:p 3391:= 3388:) 3385:q 3382:, 3379:p 3376:( 3371:f 3367:D 3343:f 3333:f 3319:0 3316:= 3313:) 3310:1 3307:( 3304:f 3301:, 3298:) 3295:t 3292:( 3289:f 3282:+ 3278:0 3271:t 3263:= 3260:) 3257:0 3254:( 3251:f 3231:] 3225:+ 3222:, 3213:( 3207:) 3201:+ 3198:, 3195:0 3192:[ 3189:: 3186:f 3162:f 3144:2 3140:x 3127:f 3113:f 3075:( 3059:α 3052:c 3039:g 3026:g 3014:D 3007:g 3003:D 2996:D 2975:, 2972:] 2967:k 2959:, 2954:j 2944:i 2936:[ 2933:D 2927:= 2922:) 2919:D 2916:( 2911:k 2908:, 2905:j 2902:i 2876:D 2869:S 2857:g 2836:, 2831:) 2828:D 2825:( 2820:j 2817:i 2813:g 2800:] 2795:j 2787:, 2782:i 2774:[ 2771:D 2765:= 2762:] 2757:j 2747:i 2739:, 2733:[ 2730:D 2727:= 2724:] 2718:, 2713:j 2703:i 2695:[ 2692:D 2684:, 2681:0 2678:= 2675:] 2670:i 2662:, 2656:[ 2653:D 2650:= 2647:] 2641:, 2636:i 2628:[ 2625:D 2606:q 2602:p 2597:q 2593:p 2591:( 2589:D 2567:. 2564:c 2561:t 2558:e 2548:, 2545:) 2540:p 2536:) 2530:j 2522:( 2519:, 2514:p 2510:) 2504:i 2496:( 2493:( 2490:D 2484:p 2478:: 2468:] 2463:j 2455:, 2450:i 2442:[ 2439:D 2432:, 2429:) 2426:p 2423:, 2418:p 2414:) 2408:i 2400:( 2397:( 2394:D 2388:p 2382:: 2372:] 2366:, 2361:i 2353:[ 2350:D 2332:q 2328:p 2305:. 2302:c 2299:t 2296:e 2286:, 2283:) 2280:q 2277:, 2274:p 2271:( 2268:D 2259:k 2254:q 2230:j 2225:p 2201:i 2196:p 2167:f 2164:e 2161:d 2155:= 2138:) 2133:q 2129:) 2123:k 2115:( 2112:, 2107:p 2103:) 2097:j 2087:i 2079:( 2076:( 2073:D 2066:, 2063:) 2060:q 2057:, 2054:p 2051:( 2048:D 2039:i 2034:p 2005:f 2002:e 1999:d 1993:= 1976:) 1973:q 1970:, 1965:p 1961:) 1955:i 1947:( 1944:( 1941:D 1924:q 1920:p 1918:( 1916:D 1911:q 1907:Ξ 1902:p 1898:Ξ 1893:S 1889:q 1885:p 1877:) 1875:Ξ 1873:( 1871:p 1867:p 1861:S 1857:p 1852:Ξ 1848:S 1818:2 1814:m 1810:, 1805:1 1801:m 1778:2 1770:, 1765:1 1740:y 1737:, 1734:x 1714:q 1711:, 1708:p 1688:Q 1685:, 1682:P 1659:) 1656:q 1653:: 1650:p 1647:( 1644:D 1620:) 1617:B 1613:| 1609:A 1606:( 1603:P 1579:) 1576:q 1570:p 1567:( 1564:D 1527:D 1506:) 1503:y 1500:, 1497:x 1494:( 1491:D 1453:q 1450:, 1447:p 1427:) 1424:q 1421:, 1418:p 1415:( 1412:D 1383:q 1379:p 1375:q 1371:p 1367:p 1363:q 1336:. 1331:) 1326:) 1323:p 1320:, 1317:q 1314:( 1311:D 1308:+ 1305:) 1302:q 1299:, 1296:p 1293:( 1290:D 1285:( 1278:2 1275:1 1269:= 1266:) 1263:q 1260:, 1257:p 1254:( 1249:S 1245:D 1221:D 1194:D 1168:D 1147:D 1124:. 1121:) 1118:p 1115:, 1112:q 1109:( 1106:D 1103:= 1100:) 1097:q 1094:, 1091:p 1088:( 1079:D 1049:D 1016:x 996:p 976:n 970:n 950:) 947:x 944:( 939:p 935:g 913:) 908:3 903:| 898:x 895:d 891:| 887:( 884:O 881:+ 878:x 875:d 872:) 869:x 866:( 861:p 857:g 851:T 847:x 843:d 838:2 835:1 829:= 826:) 823:x 820:d 817:+ 814:) 811:p 808:( 805:x 802:, 799:) 796:p 793:( 790:x 787:( 784:D 764:x 740:M 734:p 711:M 691:g 671:M 649:2 645:C 624:D 604:M 598:p 578:M 573:p 569:T 548:D 521:M 509:. 497:p 477:p 474:d 450:) 447:p 444:d 441:+ 438:p 435:, 432:p 429:( 426:D 406:M 400:p 377:q 374:= 371:p 351:0 348:= 345:) 342:q 339:, 336:p 333:( 330:D 308:M 302:q 299:, 296:p 276:0 270:) 267:q 264:, 261:p 258:( 255:D 232:) 226:, 223:0 220:[ 214:M 208:M 205:: 202:D 180:2 176:C 155:M 131:n 111:M 80:f 31:.

Index

Deviance (statistics)
Deviation (statistics)
Discrepancy (statistics)
information geometry
statistical distance
binary function
probability distribution
statistical manifold
squared Euclidean distance
relative entropy
Kullback–Leibler divergence
information theory
f-divergences
Bregman divergences
§ Examples
differentiable manifold
quadratic form
parametric family of probability distributions
coordinate chart
Dimensional analysis
metrics
triangle inequality
Bregman divergence
Pythagorean theorem
total variation distance
Kullback–Leibler divergence
information theory
conditional probability
relative entropy
Information geometry

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