%0 Journal Article
%T Jensen-Fisher and Jensen-χ2 information measures for finite
mixture distributions
%J Journal of Advanced Mathematical Modeling
%I Shahid Chamran University of Ahvaz
%Z 2251-8088
%A Kharazmi, Omid
%A Alizadeh, Morad
%D 2021
%\ 12/22/2021
%V 11
%N 4
%P 699-711
%! Jensen-Fisher and Jensen-χ2 information measures for finite
mixture distributions
%K Fisher information
%K Convex function
%K Jensen inequality
%K Fisher information matrix
%K Chi-square divergence
%R 10.22055/jamm.2021.38241.1954
%X In this paper, first, considering Fisher information of parametric type, we introduce a new informationmeasure based on Jensen inequality. Then, the Fisher information matrix and Jensen-Fisher are studiedor a finite mixture distribution of probability density functions. Further, another information criterion isintroduced as Jensen-χ2 based on a mixture of probability density functions. Generalizations of Jensen-Fisher and Jensen-χ2 information measures are presented based on m probability density functions and the relationship between these two new information criteria as well as the relationship between Jensen-Fisher information and some known information criteria such as Jensen-Shannon and Jeffreys informationmeasures are studied.
%U https://jamm.scu.ac.ir/article_17211_88745b4c9bb3f101ae97e9e311ca3488.pdf