Conditional Rényi Divergences and Horse Betting
Motivated by a horse betting problem, a new conditional Rényi divergence is introduced. It is compared with the conditional Rényi divergences that appear in the definitions of the dependence measures by Csiszár and Sibson, and the properties of all three are studied with e...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2020-03-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/22/3/316 |