Can KL-Divergence ever be greater than 1? – stats.stackexchange.com

Can KL-Divergence ever be greater than 1? – stats.stackexchange.com

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I've been working on building some test statistics based on the KL-Divergence, \begin{equation} D_{KL}(p \| q) = \sum_i p(i) \log\left(\frac{p(i)}{q(i)}\right), \end{equation} And I ended up with a ...

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