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Uncertainty measures associated with J-divergences. (Spanish. English summary) Zbl 0731.62025

Summary: We show a family of uncertainty measures, related to J-divergences. They are obtained through a distance between a distribution and the distribution with equiprobable events. We study some theoretical properties of the family, taking into account the loss of uncertainty, the concavity and the condition to be a decisive measure. Finally, we compare some sample characteristics of the uncertainty measures defined by the function \(\phi (t)=-t \log (t),\) with the entropy measures most commonly used.

MSC:

62B10 Statistical aspects of information-theoretic topics
65C05 Monte Carlo methods
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References:

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