Bounds On Triangular Discrimination, Harmonic Mean and Symmetric Chi-square Divergences
Probability
2007-05-23 v1
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.
Cite
@article{arxiv.math/0505238,
title = {Bounds On Triangular Discrimination, Harmonic Mean and Symmetric Chi-square Divergences},
author = {Inder Jeet Taneja},
journal= {arXiv preprint arXiv:math/0505238},
year = {2007}
}
Comments
To appear in: Journal of Concrete and Applicable Mathematics, 2005