在Kullback-Leibler距离的基础上,对Kullback-Leibler距离进行了改进,给出了最小的Kullback-Leibler距离,并讨论了它的性质.探讨了两个不同概率密度函数的差异程度,得到了广义Gaussian分布最小的Kullback-Leibler距离,并作为特例得到了Laplacian分布和Gaussian分布最小的Kullback-Leibler距离.
In this paper,it gives the exact definition of the minimum Kullback-Leibler distance between two different distribution functions. The properties of the minimum Kullback-Leibler distance are discussed. The difference degree of two different probability density function are discussed. The minimum Kullback-Leibler distance between two different generalized Gaussian distribution are obtained. The minimum Kullback-Leibler distance of Laplacian distribution,Gaussian distribution are derived.