Some $f$-Divergence Measures Related to Jensen's One

Authors : Sever Dragomir

Pages : 140-154

Doi:10.32323/ujma.1362709

View : 69 | Download : 84

Publication Date : 2023-12-18

Article Type : Research Paper

Abstract :In this paper, we introduce some $f$-divergence measures that are related to the Jensen\'s divergence introduced by Burbea and Rao in 1982. We establish their joint convexity and provide some inequalities between these measures and a combination of Csisz\\\'{a}r\'s $f$-divergence, $f$-midpoint divergence and $f$-integral divergence measures.
Keywords : f divergence measures, \\chi ^ 2 divergence, HH f divergence measures, Jensen divergence