Um estudo sobre minimização de medidas de divergência direta

Abstract

In recent years, several issues have been addressed with respect to Kullback's divergence measures. and in particular the use of Kullback inequality in the minimization problems of its discrimination measure. In 1953 Kagan introduced another measure of divergence and established an inequality analogous to the Kullback inequality. Recently Campbell showed the equivalence between this minimization and the maximum likelihood estimate. Our work , based on the work s of NL Aggawal and B, Bouchon [1] and B. Bouchon [2] consists of defining in a general way the formula of h -divergence, which we will call the h-divergence of parameters £, m, n, and obtain from this definition some of the results established by these authors.