Interpreting Kullback-Leibler divergence with the Neyman-Pearson lemma
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References listed on IDEAS
- Shinto Eguchi, 2002. "A class of logistic-type discriminant functions," Biometrika, Biometrika Trust, vol. 89(1), pages 1-22, March.
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- Springborn, Michael & Sanchirico, James N., 2013. "A density projection approach for non-trivial information dynamics: Adaptive management of stochastic natural resources," Journal of Environmental Economics and Management, Elsevier, vol. 66(3), pages 609-624.
- repec:gam:jeners:v:10:y:2017:i:7:p:946-:d:104069 is not listed on IDEAS
- Bhattacharya, Bhaskar & Hughes, Gareth, 2015. "On shape properties of the receiver operating characteristic curve," Statistics & Probability Letters, Elsevier, vol. 103(C), pages 73-79.
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KeywordsExponential connection Mixture connection Information geometry Testing hypotheses Maximum likelihood ROC curve;
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