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If the frequency distribution of a data set is more inclined towards smaller or larger values, the distribution is said to be skewed. If data values are skewed to the right, then the distribution is called positively skewed. Conversely, if the plot is skewed to the left, the distribution is called negatively skewed.
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The measures of central tendency calculated from a data set may not reveal much about its intrinsic distribution. If a plot is made of the data set’s values, the mean and the median may not only differ, but also the plot may have more values on one side of the central tendencies. Such a data set is said to be skewed towards that side.
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The divergence of a vector field at a point is the net outward flow of the flux out of a small volume through a closed surface enclosing the volume, as the volume tends to zero. More practically, divergence measures how much a vector field spreads out or diverges from a given point. For an outgoing flux, conventionally, the divergence is positive. The diverging point is often called the "source" of the field. Meanwhile, the negative divergence of a vector field at a point means that the vector...
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α-Geodesical Skew Divergence.

Masanari Kimura1, Hideitsu Hino2

  • 1Department of Statistical Science, School of Multidisciplinary Sciences, The Graduate University for Advanced Studies (SOKENDAI), Kanagawa 240-0193, Japan.

Entropy (Basel, Switzerland)
|April 30, 2021
PubMed
Summary
This summary is machine-generated.

This study introduces the α-geodesical skew divergence, a novel information geometric approach. This method generalizes skew divergence for improved distribution analysis without strict continuity requirements.

Keywords:
JS-divergenceKL-divergenceinformation geometryskew divergence

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Area of Science:

  • Information Theory
  • Probability and Statistics
  • Information Geometry

Background:

  • Skew divergence offers an approximation to KL divergence, relaxing absolute continuity constraints.
  • It involves smoothing one distribution by mixing it with another, controlled by parameter λ.

Purpose of the Study:

  • To propose and study the properties of an information geometric generalization of skew divergence.
  • Introduce the novel concept of α-geodesical skew divergence.

Main Methods:

  • Developing an information geometric framework for skew divergence.
  • Investigating the mathematical properties of the proposed α-geodesical skew divergence.

Main Results:

  • The α-geodesical skew divergence is formally defined and its theoretical properties are explored.
  • This generalization extends the applicability of skew divergence in information geometry.

Conclusions:

  • The proposed α-geodesical skew divergence provides a new tool in information geometry.
  • It offers a flexible approach for comparing probability distributions with relaxed continuity conditions.