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Math Help - Help! Simplification of Kullback Liebler Divergence

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    ade
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    Help! Simplification of Kullback Liebler Divergence

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    I have been given this question and I need to simplify it using laplacian approximation but am unsure of how to answer it any help is greatly appreciated:

    Kullback Liebler Divergence

    D (q || p) = ∑i qi log qi/pi.

    To measure the divergence of the probability distribution q (the 1 minute window) from a reference distribution p.

    where qi = ri/n and Pi=ri/n

    Where the ith value is observed ri times out of n during the 1 minute window.
    Last edited by ade; September 12th 2009 at 02:13 PM.
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