Update of a conditional probability by minimal divergence

11/01/2019

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by   Jan Naudts, et al.

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The present paper investigates the situation that two events which are believed to be independent become statistically dependent during a subsequent observation or measurement. The situation is well-known in quantum statistics but occurs in many other contexts as well. The optimal update is obtained by minimizing either the Hellinger distance or the quadratic Bregman divergence. The results obtained by the two methods differ.