Title :
A distribution dependent refinement of Pinsker´s inequality
Author :
Ordentlich, Erik ; Weinberger, Marcelo J.
Author_Institution :
Hewlett-Packard Lab., Palo Alto, CA, USA
fDate :
27 June-2 July 2004
Abstract :
Given two probability distributions Q and P, let ||Q-P||1 and D(Q||P), respectively, denote the L1 distance and divergence between Q and P. We derive a refinement of Pinsker´s inequality of the form D(Q||P)≥φ(P)||Q-P||12 and characterize the best P-dependent factor φ(P).
Keywords :
information theory; probability; Pinsker´s inequality; distribution dependent refinement; information divergence; probability distribution; Laboratories; Milling machines; Probability distribution; Random variables;
Conference_Titel :
Information Theory, 2004. ISIT 2004. Proceedings. International Symposium on
Print_ISBN :
0-7803-8280-3
DOI :
10.1109/ISIT.2004.1365068
