Kullback's inequality
id:
kullback-s-inequality-198-18682914
title:
Kullback's inequality
text:
In information theory and statistics, Kullback's inequality is a lower bound on the Kullback–Leibler divergence expressed in terms of the large deviations rate function. If P and Q are probability distributions on the real line, such that P is absolutely continuous with respect to Q, i.e. P << Q, and whose first moments exist, then where Ψ Q ∗ is the rate function, i.e. the convex conjugate of the cumulant-generating function, of Q , and μ 1 ′ is the first moment of P . The Cramér–Rao bound is a
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https://en.wikipedia.org/wiki/Kullback%27s_inequality
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date modified:
2024-01-12T03:27:04Z
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{"identifier":"Q6443113","url":"https://www.wikidata.org/entity/Q6443113"}
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