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Computing the Kullback-Leibler divergence between two Weibull distributions

 
: Bauckhage, Christian

:
Volltext (PDF; )

Online im WWW, 2013, arXiv:1310.3713, 5 S.
Englisch
Bericht, Elektronische Publikation
Fraunhofer IAIS ()

Abstract
We derive a closed form solution for the Kullback-Leiblerdivergence between two Weibull distributions. These notes are meant as reference material and intended to provide a guided tour towards a result that is often mentioned but seldom made explicit in the literature.

: http://publica.fraunhofer.de/dokumente/N-415188.html