Resumen
En este trabajo se presenta la familia de medidas de incertidumbre asociadas aJ-divergencias, que resultan de la distancia entre una distribución y la distribuión en la que todos los sucesos son equiprobables. Se estudian propiedades teóricas de la familia atendiendo a la pérdida de incertidumbre, a la concavidad y a la condición de medida decisiva. Finalmente se compara a nivel muestral la medida de incertidumbre definida por la función ϕ(t)=−t logt con las medidas de entropía comúnmente usadas.
Summary
In this paper we show a family of uncertainty measures, related with theJ-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 decissive measure. Finally, we compare some sample characteristics of the uncertainty measures defined by the function ϕ(t)=−t log(t), with the entropy measures most commonly used.
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Salicrú Pages, M., Calvo Llorca, M. Medidas de incertidumbre asociadas aJ-divergencias. TDE 3, 121–140 (1988). https://doi.org/10.1007/BF02884329
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DOI: https://doi.org/10.1007/BF02884329