A symmetric divergence measure and its bounds
Keywords:Symmetric, Csiszar's f divergence, Parametric measure
AbstractA new symmetric divergence measure is proposed which is useful in comparing two probability distributions. This non-parametric measure belongs to the Csiszar's $f$ divergence class. Its properties are studied and bounds are obtained in terms of some well known divergence measures. A numerical illustration based on the probability distribution is carried out.
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