Generalized Non-Symmetric Divergence Measures and Inequalities

Inder Jeet Taneja; Pranesh Kumar

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arXiv · math/0501300

Generalized Non-Symmetric Divergence Measures and Inequalities

Inder Jeet Taneja·Pranesh Kumar

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Abstract

In this paper we consider one parameter generalizations of some non - symmetric divergence measures. Measures are \textit{relative information}, $χ^2 - $\textit{divergence}, \textit{relative J-divergence}, \textit{relative Jensen-Shannon divergence}and \textit{relative arithmetic and geometric divergence}. All the generalizations considered can be written as particular cases of Csiszár \textit{f-divergence}. By conditioning the probability distributions, relationships among the \textit{relative divergence measures}are obtained.

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Inder Jeet Taneja, Pranesh Kumar. 2005-01-19. Generalized Non-Symmetric Divergence Measures and Inequalities. https://arxiv.org/abs/math/0501300

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