Revisiting Chernoff Information with Likelihood Ratio Exponential Families

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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Bibliographic Details
Main Author:	Frank Nielsen
Format:	Article
Language:	English
Published:	MDPI AG 2022-10-01
Series:	Entropy
Subjects:	Chernoff information Chernoff–Bregman divergence Chernoff–Jensen divergence Chernoff information distribution Kullback–Leibler divergence Bhattacharyya distance
Online Access:	https://www.mdpi.com/1099-4300/24/10/1400

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