On Pairs of $f$-divergences and their Joint Range
Information Theory
2010-07-02 v1 math.IT
Statistics Theory
Statistics Theory
Abstract
We compare two f-divergences and prove that their joint range is the convex hull of the joint range for distributions supported on only two points. Some applications of this result are given.
Cite
@article{arxiv.1007.0097,
title = {On Pairs of $f$-divergences and their Joint Range},
author = {Peter Harremoës and Igor Vajda},
journal= {arXiv preprint arXiv:1007.0097},
year = {2010}
}
Comments
7 pages, 4 figures