We derive a closed-form solution for the Kullback-Leibler divergence between two Fr\'echet extreme-value distributions. The resulting expression is rather simple and involves the Euler-Mascheroni constant.
翻译:我们导出了两个 Fréchet 极值分布之间的 Kullback-Leibler 散度的闭式解。结果表达式相当简单,涉及 Euler-Mascheroni 常数。