A closed-form formula for the Kullback-Leibler divergence between Cauchy distributions
Abstract
We report a closed-form expression for the Kullback-Leibler divergence between Cauchy distributions which involves the calculation of a novel definite integral. The formula shows that the Kullback-Leibler divergence between Cauchy densities is always finite and symmetric.
- Publication:
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arXiv e-prints
- Pub Date:
- May 2019
- DOI:
- 10.48550/arXiv.1905.10965
- arXiv:
- arXiv:1905.10965
- Bibcode:
- 2019arXiv190510965C
- Keywords:
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- Computer Science - Information Theory;
- Computer Science - Symbolic Computation
- E-Print:
- 8 pages