Abstract
Abstract The Kullback–Leibler information number, I ( P ‖ Q ), determined for two probability measures defined on the same measurable space often serves as a type of “distance” between the two measures. Projections ( I ‐projections) defined in terms of minimizing the Kullback–Leibler information number over appropriate sets of probability measures are often useful for finding desirable estimators. Kullback–Leibler information numbers also play a useful role in hypothesis testing problems.
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