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We report a closed-form expression for the Kullback-Leibler divergence between Cauchy distributions which involves the calculation of a novel definite integral.
The problem of integration in finite terms
Robert H. Risch · 1969
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The solution of the problem of integration in finite terms
Robert H. Risch · 1970
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Integrals and Series. Vol. 1: Elementary functions
A. P. Prudnikov, Yu. A. Brychkov, and O. I. Marichev · 1986
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The algorithm for calculating integrals of hypergeometric type functions and its realization in REDUCE system
V. S. Adamchik and O. I. Marichev · 1990
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The method of differentiating under the integral sign
Gert Almkvist and Doron Zeilberger · 1990
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Integrals and series. Vol. 3: More special functions
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On the Kullback-Leibler divergence between location-scale densities
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