Generalized Non-Symmetric Divergence Measures and Inequalities

2005/01/19 by Taneja, Inder Jeet, Kumar, Pranesh
#FOS: Mathematics #Statistics Theory (math.ST)

paper · doi:10.48550/arxiv.math/0501300

Abstract

In this paper we consider one parameter generalizations of some non - symmetric divergence measures. Measures are relative information, χ² - divergence, relative J-divergence, relative Jensen-Shannon divergenceand relative arithmetic and geometric divergence. All the generalizations considered can be written as particular cases of Csiszár f-divergence. By conditioning the probability distributions, relationships among the relative divergence measuresare obtained.

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