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

2005/05/12 by Inder Jeet Taneja, Taneja, Inder Jeet
Mathematics · #26D15 #94A17 #FOS: Mathematics #Probability (math.PR) #math.PR #msc:26D15 #msc:94A17

paper · pdf · doi:10.48550/arxiv.math/0505238

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

arxiv created 2005/05/12 · arxiv updated 2009/12/01

Abstract

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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