SOME INEQUALITIES AMONG GENERALIZED DIVERGENCE MEASURES

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Published: Jun 1, 1991
DOI: https://doi.org/10.5556/j.tkjm.22.1991.4595
Keywords:
information measures informational divergence divergence measures invariant function information radius

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I. J. TANEJA
Departamento de Mat. Aplicada, E.T.S. de Arquitectura, U.P. de Madrid, 28040-Madrid, SPAIN (M.L. MENENDEZ).
L. PARDO
Departamento de Mat. Aplicada, E.T.S. de Arquitectura, U.P. de Madrid, 28040-Madrid, SPAIN (M.L. MENENDEZ).
M. L. MENÉNDEZ
Departmento de Estadistica e. I. 0 ., Facultad de Matematicas, Universidad Complutense de Madrid, 28040-Madrid, SPAIN (I.J. TANEJA and L.PARDO).

Abstract




Burbea and Rao [3,4] and Sgarro [11] established an inequality between two famous divergence measures i.e., Jeffreys [6] invariant function ($J$-divergence) and Sibson's [13] information radius ($R$-divergence). Taneja [14,16] generalized both these divergences ($J$ and $R$) having two scalar parameters. In this paper, we have extended the inequality between the $R$ and $J$-divergences for two parametric cases. For one parametric generalizations of $R$ and $J$-divergences, the generalized inequalities are improved.




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How to Cite
TANEJA, I. J., PARDO, L., & MENÉNDEZ, M. L. (1991). SOME INEQUALITIES AMONG GENERALIZED DIVERGENCE MEASURES. Tamkang Journal of Mathematics, 22(2), 175–185. https://doi.org/10.5556/j.tkjm.22.1991.4595
Issue
Vol. 22 No. 2 (1991)
Section
Papers
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