Overlap coefficients based on Kullback-Leibler divergence: Exponential populations case
Keywords:Kullback-Leibler divergence, Matusita's measure, Morisita's measure, Weitzman's measure, overlap coefficients, Taylor expansion.
AbstractThis article is devoted to the study of overlap measures of densities of two exponential populations. Various Overlapping Coefficients,Â namely: Matusitaâ€™s measure Ï, Morisitaâ€™s measure Î» and Weitzmanâ€™s measure âˆ†. A new overlap measure Î› based on Kullback-LeiblerÂ measure is proposed. The invariance property and a method of statistical inference of these coefficients also are presented. Taylor seriesÂ approximation are used to construct confidence intervals for the overlap measures. The bias and mean square error properties of theÂ estimators are studied through a simulation study.
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