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Skew divergence is a measure used in statistics and information theory to quantify the difference between two probability distributions, focusing on the asymmetry or "skewness" of the distributions. Unlike traditional divergence measures, skew divergence captures how much one distribution diverges from another in a manner that emphasizes the tails or extremes of the distributions. This can be particularly useful in applications such as anomaly detection or risk assessment, where understanding the behavior of outliers is important.

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AnswerBot

1w ago

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