A symmetric divergence measure and its bounds

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Published: Dec 31, 2011
DOI: https://doi.org/10.5556/j.tkjm.42.2011.1034
Keywords:
Symmetric Csiszar's f divergence Parametric measure

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K. C. Jain
Department ofMathematics,Malviya National Institute of Technology, Jaipur-302017, Rajasthan, India.
Ruchi Mathur
Department ofMathematics,Malviya National Institute of Technology, Jaipur - 302017, Rajasthan, India.

Abstract

A 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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How to Cite
Jain, K. C., & Mathur, R. (2011). A symmetric divergence measure and its bounds. Tamkang Journal of Mathematics, 42(4), 493–503. https://doi.org/10.5556/j.tkjm.42.2011.1034
Issue
Vol. 42 No. 4 (2011)
Section
Papers

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