English

Global properties of the symmetrized $s$-divergence

Probability 2016-05-16 v1

Abstract

In this paper we give a study of the symmetrized divergences Us(p,q)=Ks(pq)+Ks(qp)U_s(p,q)=K_s(p||q)+K_s(q||p) and Vs(p,q)=Ks(pq)Ks(qp)V_s(p,q)=K_s(p||q)K_s(q||p), where KsK_s is the relative divergence of type s,sRs, s\in\mathbb R. Some basic properties as symmetry, monotonicity and log-convexity are established. An important result from the Convexity Theory is also proved.

Keywords

Cite

@article{arxiv.1605.04012,
  title  = {Global properties of the symmetrized $s$-divergence},
  author = {Slavko Simic},
  journal= {arXiv preprint arXiv:1605.04012},
  year   = {2016}
}