CAS Exam MAS-II Fall 2018, Question 21
Study guide: Exam MAS-II
In the table below, p_i represents the true distribution of events and q_i represents a model's estimates of p_i.
i |
p_i |
q_i |
|---|---|---|
| 1 | 0.2 | 0.1 |
| 2 | 0.3 | 0.2 |
| 3 | 0.5 | 0.7 |
Calculate the Kullback-Leibler divergence.
- A) Less than or equal to 0.090
- B) Greater than 0.090 but less than or equal to 0.095
- C) Greater than 0.095 but less than or equal to 0.100
- D) Greater than 0.100 but less than or equal to 0.105
- E) Greater than 0.105
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