Chernoff information

E205228

Chernoff information is a measure in information theory and statistics that quantifies the exponential rate at which the error probability decays when optimally distinguishing between two probability distributions.

All labels observed (1)

Label Occurrences
Chernoff information canonical 1

How this entity was disambiguated

Statements (44)

Predicate Object
instanceOf hypothesis testing performance measure
information theoretic measure
statistical divergence
appearsIn asymptotic analysis of Bayesian error probability
multi-hypothesis testing generalizations
appliesTo continuous probability distributions
discrete probability distributions
category information geometry
statistical decision theory
comparedWith Jensen–Shannon divergence
total variation distance
definedOver pair of probability distributions
dependsOn Chernoff parameter s
field information theory
statistics
mathematicalForm defined as the negative logarithm of the minimum Chernoff moment over s in [0,1]
namedAfter Herman Chernoff
optimizationDomain Chernoff parameter in interval [0,1]
property equals zero if and only if the two distributions are identical
larger values indicate better distinguishability
nonnegative
symmetric in its two distributions
relatedTo Bhattacharyya distance
Chernoff bound
Kullback–Leibler divergence
Neyman–Pearson theory of hypothesis testing
surface form: Neyman–Pearson lemma

Rényi divergence
error exponent
large deviations theory
role characterizes optimal Bayesian error exponent between two distributions
symbol C(P,Q)
usedFor asymptotic error exponent analysis
binary hypothesis testing
channel coding error exponent analysis
classification error analysis
distinguishing two probability distributions
pattern recognition
performance analysis of statistical tests
quantifying exponential decay rate of error probability
signal detection
usedIn communications theory
information-theoretic security
machine learning
statistical signal processing

How these facts were elicited

Referenced by (1)

Full triples — surface form annotated when it differs from this entity's canonical label.

Rényi divergence relatedTo Chernoff information