Bounds On Triangular Discrimination, Harmonic Mean and Symmetric Chi-square Divergences

Details Bounds On Triangular Discrimination, Harmonic Mean and Symmetric Chi-square Divergences Bounds On Triangular Discrimination, Harmonic Mean and Symmetric Chi-square Divergences

2005-05-12

arxiv.org/abs/math/0505238v1

Mathematics

Probability

To appear in: Journal of Concrete and Applicable Mathematics, 2005

Scientific paper

There are many information and divergence measures exist in the literature on information theory and statistics. The most famous among them are Kullback-Leiber relative information and Jeffreys J-divergence. The measures like, Bhattacharya distance, Hellinger discrimination, Chi-square divergence, triangular discrimination and harmonic mean divergence are also famous in the literature on statistics. In this paper we have obtained bounds on triangular discrimination and symmetric chi-square divergence in terms of relative information of type s using Csiszar's f-divergence. A relationship among triangular discrimination and harmonic mean divergence is also given.

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