Kullback–Leibler divergence
Function
context
$p, q$ … probability distributions
definition
todo: type
definition
$D_{\mathrm{KL}}(P\|Q) = \int_{-\infty}^\infty p(x) \, \log \left( \dfrac{p(x)}{q(x)}\right) {\rm d}x$
Requirements
Cumulative distribution function
,
Natural logarithm of real numbers
Related
Classical microcanonical entropy
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