Tag: Statistical Programming

Advanced Analytics | Machine Learning
Rick Wicklin 0
The Kullback–Leibler divergence between discrete probability distributions

If you have been learning about machine learning or mathematical statistics, you might have heard about the Kullback–Leibler divergence. The Kullback–Leibler divergence is a measure of dissimilarity between two probability distributions. It measures how much one distribution differs from a reference distribution. This article explains the Kullback–Leibler divergence and shows

Analytics | Learn SAS
Rick Wicklin 0
What is Kolmogorov's D statistic?

Have you ever run a statistical test to determine whether data are normally distributed? If so, you have probably used Kolmogorov's D statistic. Kolmogorov's D statistic (also called the Kolmogorov-Smirnov statistic) enables you to test whether the empirical distribution of data is different than a reference distribution. The reference distribution

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