Generalized Symmetric Divergence Measures and Inequalities
Inder Jeet Taneja
Abstract
There are three classical divergence measures known in the literature on information theory and statistics. These are namely, Jeffryes-Kullback-Leiber jef kul J-divergence. Sibson-Burbea-Rao sib bur1, bur2 Jensen-Shannon divegernceand Taneja tan3 Arithemtic-Geometric divergence. These three measures bears an interesting relationship among each other. The divergence measures like Hellinger discrimination, symmetricχ2 - divergence, and triangular discrimination are also known in the literature. All these measures can be written as particular cases of Csiszár's f-divergence. Recently, author proved an inequality relating all the six measures. In this paper our aim is to give one parametric generalizations of the above measures and established relationships among them. A new measure similar to Hellinger's and triangular discriminations is also derived.
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