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psi-Hilfer Fractional Approximations of Csiszar's f-Divergence
Version 1
: Received: 3 March 2021 / Approved: 4 March 2021 / Online: 4 March 2021 (14:19:06 CET)
How to cite: Anastassiou, G. psi-Hilfer Fractional Approximations of Csiszar's f-Divergence. Preprints 2021, 2021030166. https://doi.org/10.20944/preprints202103.0166.v1 Anastassiou, G. psi-Hilfer Fractional Approximations of Csiszar's f-Divergence. Preprints 2021, 2021030166. https://doi.org/10.20944/preprints202103.0166.v1
Abstract
Here are given tight probabilistic inequalities that provide nearly best estimates for the Csiszar's f-divergence. These use the right and left psi -Hilfer fractional derivatives of the directing function f. Csiszar's f- divergence or the so called Csiszar's discrimination is used as a measure of dependence between two random variables which is a very essential aspect of stochastics, we apply our results there. The Csiszar's discrimination is the most important and general measure for the comparison between two probability measures. We give also other applications.
Keywords
Csiszar's discrimination; Csiszar's distance; fractional calculus; psi-Hilfer fractional derivative
Subject
Computer Science and Mathematics, Algebra and Number Theory
Copyright: This is an open access article distributed under the Creative Commons Attribution License which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
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