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