Kybernetika 56 no. 6, 1111-1132, 2020

Bounds on the information divergence for hypergeometric distributions

Peter Harremoës and František MatúšDOI: 10.14736/kyb-2020-6-1111

Abstract:

The hypergeometric distributions have many important applications, but they have not had sufficient attention in information theory. Hypergeometric distributions can be approximated by binomial distributions or Poisson distributions. In this paper we present upper and lower bounds on information divergence. These bounds are important for statistical testing and for a better understanding of the notion of exchangeability.

Keywords:

information divergence, inequalities, hypergeometric distribution, binomial distribution

Classification:

62E17, 94A17

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