Application of Kullback-Leibler Relative Entropy for Studies on the Divergence of Household Expenditures Structures

• Authors: Wędrowska Ewa
• Languages of publication: EN

Abstracts

EN

The paper proposes the possibility of employing the methods defined on the grounds of the information theory to research on socioeconomic phenomena. The presented measures are Shannon's entropy and Kullback-Leibler relative entropy (divergence) applied for quantification of the degree of concentration of structures and the degree of divergence between structures analyzed in the dynamic approach respectively. The paper presents studies on the degree of divergence between structures of average monthly per capita expenditures in households in Poland during the years 2000-2008.

Keywords

EN

Kullback-Leibler relative entropy; Shannon’s entropy; similarity of structures; divergence of structures

• Publisher: Uniwersytet Warmińsko-Mazurski w Olsztynie
• Journal: Olsztyn Economic Journal
• Year: 2011
• Volume: 6
• Issue: 1
• Pages: 133-142

Dates

published

2011-06-30

Contributors

author

Wędrowska Ewa

• Chair of Quantitative Methods, University of Warmia and Mazury in Olsztyn

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