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A distribution is a mathematical description of probabilities or frequencies.

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Is there an analytical solution for the Kullback-Leibler-Divergence with two univariate Logn... [duplicate]

I calculated numerically the KL for two Lognormal distributions and it does not match with this solution. … expression on the other hand yields: $D_{KL_{analytical}} = 2.776$ Maybe someone else could provide more insight here because I was unable to derive an analytical solution for the KL of two Lognormal distributions
Julian Zimmermann's user avatar