For discrete probability distributions of {pj} for the true model and {pMj} for a model M, prove
Question:
For discrete probability distributions of {pj} for the “true” model and {pMj} for a model M, prove that the Kullback–Leibler divergence E{log[p(y)∕pM(y)]}≥
0.
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Related Book For
Foundations Of Linear And Generalized Linear Models
ISBN: 9781118730034
1st Edition
Authors: Alan Agresti
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