Unformatted text preview: { a } where a ∈ R is a member of the Borel sigma algebra. 4. Derive the KullbackLeibler divergence between the two 1dimensional Gaussian density functions f 1 ( x ) = 1 √ 2 πσ 2 e( xμ 1 ) 2 2 σ 2 and f 2 ( x ) = 1 √ 2 πσ 2 e( xμ 2 ) 2 2 σ 2 Note that the Gaussians differ only in their means and not their variances. 1...
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 Fall '08
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 real symmetric matrix, Borel Sigma Algebra, Intelligent Systems Fall

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