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. 2022 Oct 1;24(10):1400. doi: 10.3390/e24101400
Listing A4: Calculate the Chernoff information between two 4D centered normal distributions based on their eigenvalues.
  • assume(l1>0);assume(l2>0);assume(l3>0);assume(l4>0);

  • assume(alpha>0);assume(alpha<1);

  • l1:1;l2:2;l3:3;l4:4;

  • eq: (1-l1)/(alpha+(1-alpha)*l1)+ (1-l2)/(alpha+(1-alpha)*l2)+ (1-l3)/(alpha+(1-alpha)*l3)+ (1-l4)/(alpha+(1-alpha)*l4) + log(l1)+log(l2)+log(l3)+log(l4);

  • solve(eq,alpha);

  • sol:float(%);

  • realpart(sol);imagpart(sol);

  • /* alpha=0.5969427599369763 */