Generalized Symmetric Divergence Measures and Metric Spaces

Abstract

Recently, Taneja studied two one parameter generalizations of J-divergence, Jensen-Shannon divergence and Arithmetic-Geometric divergence. These two generalizations in particular contain measures like: Hellinger discrimination, symmetric chi-square divergence, and triangular discrimination. These measures are well known in the literature of Statistics and Information theory. In this paper our aim is to prove metric space properties for square root of these two symmetric generalized divergence measures.