AN INFORMATION MEASURE OF f-DIVERGENCE FAMILY AND ITS PROPERTIES Abstract A non-parametric symmetric information divergence measure is proposed. This information measure belongs to the family of Csiszrs f-divergences. Its properties are studied and discussed. Further, we have derived some new bounds for this information divergence measure in terms of some recognized divergence measures based on two distinct probability distributions.
2010 Mathematics Subject Classification: 94A17, 26D15. |
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