Antonio Dorival Campos
We present a function ? (F1, F2, t) which contains Matusita's affinity and expresses the affinity between moment generating functions. An interesting results is expressed through decomposition of this affinity ? (F1, F2, t) when the functions considered are k-dimensional normal distributions. The same decomposition remains true for other families of distribution functions. Generalizations of these results are also presented.
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