On Unified Generalizations of Relative Jensen--Shannon and Arithmetic--Geometric Divergence Measures, and Their Properties
Pranesh Kumar, Inder Jeet Taneja
Abstract
In this paper we shall consider one parametric generalization of some non-symmetric divergence measures. The non-symmetric divergence measures are such as: Kullback-Leibler relative information, χ2-divergence, relative J -- divergence, relative Jensen -- Shannon divergence and relative Arithmetic -- Geometric divergence. All the generalizations considered can be written as particular cases of Csiszár's f-divergence. By putting some conditions on the probability distribution, the aim here is to develop bounds on these measures and their parametric generalizations.
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