If I have two binomial random variables, say $X\sim Bin(n, p)$ and $Y \sim Bin(m, q)$, can I calculate their KL divergence? My initial thought is no, because the random variables have different supports (i.e. $0\leq X \leq n$ and $0\leq Y \leq m$), but I wondered if there was a way around this? Thanks
2026-04-03 13:18:52.1775222332
KL divergence of Binomial Distributions with different 'n'
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