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

Hamza Dhaker, Papa Ngom, Malick Mbodj
2017 International Journal of Applied Mathematical Research  
This article is devoted to the study of overlap measures of densities of two exponential populations. Various Overlapping Coefficients, namely: Matusita's measure ρ, 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
more » ... res. The bias and mean square error properties of the estimators are studied through a simulation study.
doi:10.14419/ijamr.v6i4.8493 fatcat:2sjtis34xba7da4dl6xirh34yq