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Computing the Kullback-Leibler Divergence between two Weibull Distributions (1310.3713v1)
Published 14 Oct 2013 in cs.IT and math.IT
Abstract: We derive a closed form solution for the Kullback-Leibler divergence between two Weibull distributions. These notes are meant as reference material and intended to provide a guided tour towards a result that is often mentioned but seldom made explicit in the literature.