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Computing the Kullback-Leibler Divergence between two Generalized Gamma Distributions
Published 27 Jan 2014 in cs.IT and math.IT | (1401.6853v1)
Abstract: We derive a closed form solution for the Kullback-Leibler divergence between two generalized gamma distributions. These notes are meant as a reference and provide a guided tour towards a result of practical interest that is rarely explicated in the literature.
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