This preview shows page 1. Sign up to view the full content.
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 2 e( x 1 ) 2 2 2 and f 2 ( x ) = 1 2 2 e( x 2 ) 2 2 2 Note that the Gaussians differ only in their means and not their variances. 1...
View
Full
Document
This note was uploaded on 01/22/2012 for the course COP 5615 taught by Professor Staff during the Fall '08 term at University of Florida.
 Fall '08
 Staff

Click to edit the document details