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

  • Authors:
  • P. Kumar;S. Chhina

  • Affiliations:
  • -;-

  • Venue:
  • Computers & Mathematics with Applications
  • Year:
  • 2005

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Abstract

A symmetric measure of information divergence is proposed. This measure belongs to the class of Csiszar'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.