Title : ( A View on extention of Utility-Based on links with information measures )
Authors: A. R. Hoseinzadeh , Gholam Reza Mohtashami Borzadaran , G.H. Yari ,
Full TextAbstract
In this paper, we review the utility based generalization of the Shannon entropy and Kullback Leibler information measures as the U-entropy and the U-relative entropy that was introduced by Friedman et al. (2007). Then we derive some relations between the U-relative entropy and other information measures based on a parametric family of utility functions.
Keywords
, Shannon Entropy, Kullback Leibler information measures, Utility function, Expected utility maximization, U-entropy, U-relative entropy.
@article{paperid:1020016,
author = {A. R. Hoseinzadeh and Mohtashami Borzadaran, Gholam Reza and G.H. Yari},
title = {A View on extention of Utility-Based on links with information measures},
journal = {Communications of the Korean statistical society},
year = {2009},
volume = {16},
number = {5},
month = {August},
issn = {1225-9500},
pages = {813--820},
numpages = {7},
keywords = {Shannon Entropy; Kullback Leibler information measures; Utility function; Expected utility maximization; U-entropy; U-relative entropy.},
}
%0 Journal Article
%T A View on extention of Utility-Based on links with information measures
%A A. R. Hoseinzadeh
%A Mohtashami Borzadaran, Gholam Reza
%A G.H. Yari
%J Communications of the Korean statistical society
%@ 1225-9500
%D 2009
