Divergence measures between populations: applications in the exponential family
Marta Menéndez, Miquel Salicrú, Domingo Morales, Leandro Pardo · Communication in Statistics- Theory and Methods · 1997
Toussaint (1974) introduced a divergence measure between s populations as a generalization of the J-divergence. The asymptotic distribution of Toussaint's measure is obtained when the parameters are substituted by their maximum likelihood estimators and the s probability density functions belong to the exponential farnily. A procedure to test statistical hypotheses about s populations is given These results can also be applied to multinomial populations.