Shahid Chamran University of AhvazJournal of Advanced Mathematical Modeling2251-808811420211222Jensen-Fisher and Jensen-χ2 information measures for finite
mixture distributionsJensen-Fisher and Jensen-χ2 information measures for finite
mixture distributions6997111721110.22055/jamm.2021.38241.1954FAOmidKharazmiDepartment of Statistics, Faculty of Mathematical Sciences, Vali-e-Asr University of Rafsanjan, IranMoradAlizadehDepartment of Statistics, Faculty of Intelligent Systems Engineering and Data Science, Persian Gulf University, Bushehr, IranJournal Article20210813In this paper, first, considering Fisher information of parametric type, we introduce a new information<br /><br />measure based on Jensen inequality. Then, the Fisher information matrix and Jensen-Fisher are studied<br /><br />or a finite mixture distribution of probability density functions. Further, another information criterion is<br /><br />introduced 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 information<br /><br />measures are studied.In this paper, first, considering Fisher information of parametric type, we introduce a new information<br /><br />measure based on Jensen inequality. Then, the Fisher information matrix and Jensen-Fisher are studied<br /><br />or a finite mixture distribution of probability density functions. Further, another information criterion is<br /><br />introduced 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 information<br /><br />measures are studied.https://jamm.scu.ac.ir/article_17211_88745b4c9bb3f101ae97e9e311ca3488.pdf