Generalized Non-Symmetric Divergence Measures and Inequalities
Inder Jeet Taneja, Pranesh Kumar
Abstract
In this paper we consider one parameter generalizations of some non - symmetric divergence measures. Measures are relative information, χ2 - divergence, relative J-divergence, relative Jensen-Shannon divergenceand relative arithmetic and geometric divergence. All the generalizations considered can be written as particular cases of Csiszár f-divergence. By conditioning the probability distributions, relationships among the relative divergence measuresare obtained.
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