| Some Properties of a Measure of Information Discrepancy |
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| 作者姓名： | FANGShun－lan FANGWei－wu |
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| 作者单位： | FANG Shun-lan1，FANG Wei-wu21.Department of Finance，Renmin University of China，Beijing 100872，China2.Institute of Applied Mathematics，Chinese Academy of Sciences，Beijing 100080，China |
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| 基金项目： | Thiswork issupported by National Natural Science Foundation of China(90 10 30 33,39830 0 70 ) andNKBRSF (G19980 30 60 ) |
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| 摘 要： | 1 IntroductionBased on a group of axioms,a measure of information discrepancy among multipleinformation sources has been introduced in 7,8,10 ]( itabbreviated by FDOD measure) ,it has been shown that there is a close relationship between this measure and Shannonentropy,and it has many algebraic,analytic and statistic properties,such as non-negative,identity,symmetry,continuity,invariant for average,monotonicity,homogeneity,convexity,symmetric recursiveness,and so on. It has some peculiarpr…
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| 关 键 词： | information discrepancy distance χ2 function Shannon entropy K-L entropy |
Some Properties of a Measure of Information Discrepancy |
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| FANG Shun-lan,FANG Wei-wu.Some Properties of a Measure of Information Discrepancy[J].Journal of Systems Science and Systems Engineering,2002,11(4):397-408. |
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| Authors: | FANG Shun-lan FANG Wei-wu |
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| Institution: | 1. Department of Finance, Renmin University of China, Beijing 100872, China
2. Institute of Applied Mathematics, Chinese Academy of Sciences, Beijing 100080, China |
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| Abstract: | Based on a group of axioms,a measure of information discrepancyamong multiple imformation sources has been introduced in 7,8,10] and it possesses some peculiar properties compared with other measures of information discrepancy,so it can be used in some areas,where the traditional measures are not valid or not efficient,for example,in the study of DNA sequence comparison,prediction of protein structure class,evidence analysis,questionnaire analysis,and so on.In this paper,using the optimization techniques,we prove that it is a distance function and xhow that it is also an approximation of x^2 function.These two properties will stimulate further applications of the measure to information processing and system analysis. |
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| Keywords: | information discrepancy distance x2 function Shannon entropy K-L entropy |
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