A Sequence of Inequalities among Difference of Symmetric Divergence Measures

Details A Sequence of Inequalities among Difference of Symmetric Divergence Measures A Sequence of Inequalities among Difference of Symmetric Divergence Measures

2011-04-29

arxiv.org/abs/1104.5700v1

Computer Science

Information Theory

Scientific paper

In this paper we have considered two one parametric generalizations. These two generalizations have in articular the well known measures such as: J-divergence, Jensen-Shannon divergence and Arithmetic-Geometric mean divergence. These three measures are with logarithmic expressions. Also, we have particular cases the measures such as: Hellinger discrimination, symmetric chi-square divergence, and triangular discrimination. These three measures are also well-known in the literature of statistics, and are without logarithmic expressions. Still, we have one more non logarithmic measure as particular case calling it d-divergence. These seven measures bear an interesting inequality. Based on this inequality, we have considered different difference of divergence measures and established a sequence of inequalities among themselves.

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