Some $f$-Divergence Measures Related to Jensen's One

Author:

DRAGOMIR Sever1ORCID

Affiliation:

1. Victoria University, Melbourne

Abstract

In this paper, we introduce some $f$-divergence measures that are related to the Jensen's divergence introduced by Burbea and Rao in 1982. We establish their joint convexity and provide some inequalities between these measures and a combination of Csisz\'{a}r's $f$-divergence, $f$-midpoint divergence and $f$-integral divergence measures.

Publisher

Universal Journal of Mathematics and Applications

Subject

Materials Chemistry,Economics and Econometrics,Media Technology,Forestry

Reference22 articles.

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2. [2] P. Cerone, S. S. Dragomir, F. Osterreicher, Bounds on extended f -divergences for a variety of classes, Kybernetika (Prague), 40(6) (2004), 745–756.

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4. [4] F. Osterreicher, I. Vajda, A new class of metric divergences on probability spaces and its applicability in statistics, Ann. Inst. Statist. Math., 55(3) (2003), 639–653.

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