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Bounds On Triangular Discrimination, Harmonic Mean and Symmetric Chi-square Divergences | | Inder Jeet Taneja
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12 May 2005 | | Subject: | Probability MSC-class: 94A17; 26D15 | math.PR | | Abstract: | There are many information and divergence measures exist in the literature on information theory and statistics. The most famous among them are Kullback-Leiber relative information and Jeffreys J-divergence. The measures like, Bhattacharya distance, Hellinger discrimination, Chi-square divergence, triangular discrimination and harmonic mean divergence are also famous in the literature on statistics. In this paper we have obtained bounds on triangular discrimination and symmetric chi-square divergence in terms of relative information of type s using Csiszar’s f-divergence. A relationship among triangular discrimination and harmonic mean divergence is also given. | | Source: | arXiv, math.PR/0505238 | | Services: | Forum | Review | PDF | Favorites | |
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