arXiv Open Access 2023

Kullback-Leibler divergence for the Fréchet extreme-value distribution

Jean-Christophe Pain

Lihat Sumber

Abstrak

We derive a closed-form solution for the Kullback-Leibler divergence between two Fréchet extreme-value distributions. The resulting expression is rather simple and involves the Euler-Mascheroni constant.

Topik & Kata Kunci

math.ST math-ph

Penulis (1)

Jean-Christophe Pain

Format Sitasi

APA MLA BibTeX

Pain, J. (2023). Kullback-Leibler divergence for the Fréchet extreme-value distribution. https://arxiv.org/abs/2303.13153

Akses Cepat

Lihat di Sumber

Informasi Jurnal

Tahun Terbit: 2023
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓