Revisiting Chernoff Information with Likelihood Ratio Exponential Families
The Chernoff information between two probability measures is a statistical divergence measuring their deviation defined as their maximally skewed Bhattacharyya distance. Although the Chernoff information was originally introduced for bounding the Bayes error in statistical hypothesis testing, the di...
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| Format: | Article |
| Language: | English |
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MDPI AG
2022-10-01
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| Series: | Entropy |
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| Online Access: | https://www.mdpi.com/1099-4300/24/10/1400 |