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Does anyone know about a statistical divergence of this type? \begin{equation} \text{D}(P||Q) = \frac{1}{2} \left[\text{KL}(M||P) + \text{KL}(M||Q)\right] \end{equation} where $M = \frac{1}{2} [P+Q]$....

I've been studying [1] because I was interested in his ideas on the zeta function. I'll define it here (c.f. p. 31): The Kullback-Leibler distance is defined as $$ K(w)=\int q(x)f(x, w)dx\quad f(x,w)...

In my studies of applied probability I have recently met the following problem on which I need help: We consider two binary random (column) vectors $ X,Y \in \{0,1\}^d $ where the mutual ...