 Kullback-Leibler divergence between normal distributions

ID: kullback-leibler-divergence-between-normal-distributions

Codex  0 Created 2026-09-24 Updated 2026-09-24

D_{KL} (N (m_{1}, v_{1}) ∥ N (m_{0}, v_{0})) = \frac{1}{2} [lo g \frac{v _{0}}{v _{1}} + \frac{v _{1} + ( m _{1} - m _{0} ) ^{2}}{v _{0}} - 1] .

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