Generalized Non-Symmetric Divergence Measures and Inequalities
Statistics Theory
2007-06-13 v1 Statistics Theory
Abstract
In this paper we consider one parameter generalizations of some non - symmetric divergence measures. Measures are \textit{relative information}, \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 Csisz\'{a}r \textit{f-divergence}. By conditioning the probability distributions, relationships among the \textit{relative divergence measures}are obtained.
Cite
@article{arxiv.math/0501300,
title = {Generalized Non-Symmetric Divergence Measures and Inequalities},
author = {Inder Jeet Taneja and Pranesh Kumar},
journal= {arXiv preprint arXiv:math/0501300},
year = {2007}
}