[Basta-users] Kullback-Leibler divergence interpretation

[Jelle Boonekamp]

Dear BaSTA users,

I am wrestling a bit with the interpretation of the Kullback-Leibler metric describing the posterior distributions of model parameters. In my example I get KLDC values of 0.88 and 0.99 for the b0 and b1 Gompertz parameters respectively, when comparing two groups of individuals. If I understood correctly then a value of 1 of this calibrated KLD indicates that there is no overlap between distributions, and a value of 0.5 indicates that they are identical. However, when I calculate by hand the percentage of overlapping (which I think can be interpreted as measure of significance since these posterior values are normally distributed) of both distributions I get 0.24 and 0.066 respectively (KLDC 0.88 and 0.99). I would have thought that at least the distributions with KLDC = 0.99, to show less overlap than what I calculated by hand (0.066).  

Can someone shed some light on this?

Best, Jelle 

-- 
Jelle Boonekamp
Behavioural Biology
University of Groningen
P.O. Box 11103
9700 CC Groningen
The Netherlands

tel: +31.50.363 7853
Sent with Sparrow (http://www.sparrowmailapp.com/?sig)

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