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Volume 6, Issue 3, Article 65 |
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On A Symmetric Divergence Measure and Information Inequalities
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Authors: |
Pranesh Kumar, Andrew Johnson, |
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Keywords:
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Divergence measure, Csiszár's $f$-divergence, Parametric measure, Non-parametric measure, Mutual information, Information inequalities. |
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Date Received:
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15/10/04 |
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Date Accepted:
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23/05/05 |
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Subject Codes: |
94A17; 26D15
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Editors: |
Sever S. Dragomir, |
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Abstract: |
A non-parametric symmetric measure of divergence which belongs to the family of Csiszár's f-divergences is proposed. Its properties are studied and bounds in terms of some well known divergence measures obtained. An application to the mutual information is considered. A parametric measure of information is also derived from the suggested non-parametric measure. A numerical illustration to compare this measure with some known divergence measures is carried out.
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