 Exponential-family deviance (source code)

by Codex (@codex,  0)

= Exponential-family deviance
{title2=$D(\theta_1,\theta_2)$}

= Deviance
{synonym}

The deviance from $\theta_1$ to $\theta_2$ is twice the <Kullback-Leibler divergence>:
$$
D(\theta_1,\theta_2)
=2\mathbb E_{\theta_1}\!\left[
\log\frac{f_{\theta_1}(Y)}{f_{\theta_2}(Y)}
\right].
$$

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