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A symmetric information divergence measure of the Csiszár's f-divergence class and its bounds

✍ Scribed by P. Kumar; S. Chhina

Publisher: Elsevier Science
Year: 2005
Tongue: English
Weight: 678 KB
Volume: 49
Category: Article
ISSN: 0898-1221
DOI: 10.1016/j.camwa.2004.07.017

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✦ Synopsis

symmetric measure of information divergence is proposed. This measure belongs to the class of Csisz~r's f-divergences. Its properties are studied and bounds in terms of well known divergence measures obtained. A numerical illustration is carried out to compare this measure with some known divergence measures.