Overlap coefficients based on Kullback-Leibler divergence: Exponential populations case


  • Hamza Dhaker Université Cheikh Anta DIOP
  • Papa Ngom Université Cheikh Anta DIOP
  • Malick Mbodj Bowie State University






Kullback-Leibler divergence, Matusita's measure, Morisita's measure, Weitzman's measure, overlap coefficients, Taylor expansion.


This article is devoted to the study of overlap measures of densities of two exponential populations. Various Overlapping Coefficients, namely: Matusita’s measure Ï, Morisita’s measure λ and Weitzman’s measure ∆. A new overlap measure Λ based on Kullback-Leibler measure is proposed. The invariance property and a method of statistical inference of these coefficients also are presented. Taylor series approximation are used to construct confidence intervals for the overlap measures. The bias and mean square error properties of the estimators are studied through a simulation study.


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