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2013
Paper (Preprint, Research Paper, Review Paper, White Paper, etc.)
Title
Computing the Kullback-Leibler divergence between two Weibull distributions
Title Supplement
Published on arXiv
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.