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Divergences without probability vectors and their applications

✍ Scribed by Athanasios Sachlas; Takis Papaioannou

Publisher
John Wiley and Sons
Year
2009
Tongue
English
Weight
203 KB
Volume
26
Category
Article
ISSN
1524-1904

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✦ Synopsis

Abstract

In general, divergences and measures of information are defined for probability vectors. However, in some cases, divergences are β€˜informally’ used to measure the discrepancy between vectors, which are not necessarily probability vectors. In this paper we examine whether divergences with nonprobability vectors in their arguments share the properties of probabilistic or information theoretic divergences. The results indicate that divergences with nonprobability vectors share, under some conditions, some of the properties of probabilistic or information theoretic divergences and therefore can be considered and used as information measures. We then use these divergences in the problem of actuarial graduation of mortality rates. Copyright Β© 2009 John Wiley & Sons, Ltd.

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