A Modification on Rao’s Method to Evaluate the Distance for Geometric Distributions | ||
| Journal of University of Babylon | ||
| Article 1, Volume 20, Issue 1, February 2012, Pages 66-75 | ||
| Authors | ||
| Udie Sabrie; Jinan Hamza Farhood | ||
| Abstract | ||
| The concepts of distance between two distributions are fundamental in problems of statistical inference and in practical applications to study affinities among a given set of populations. (Rao, 1945) proposed a method, based on Fisher’s information matrix, for measuring distance between distributions of a parametric family satisfying certain regularity conditions. He defined a metric tensor field via the Fisher information metric over the parameter space, which gives rise to a Riemannian metric. Then the geodesic distance induced by the metric is a measure of dissimilarity between two probability distributions, known as the Rao distance. In this paper, Rao’s method is applied to obtain the distance between two geometric distributions. Some other properties are discussed too, see(Reverter and Oller, 2003). | ||
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