A symmetric divergence measure and its bounds (Q2896928)

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scientific article; zbMATH DE number 6053311
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A symmetric divergence measure and its bounds
scientific article; zbMATH DE number 6053311

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    A symmetric divergence measure and its bounds (English)
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    5 July 2012
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    symmetric
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    Csiszar's f divergence
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    parametric measure
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    The authors define a symmetric divergence measure as an example of Csiszar's f-divergence. Then its bounds are shown using (1) chi-square divergence, (2) Kullback-Leibler divergence and (3) Hellinger's discrimination. In addition, a numerical simulation for the authors' symmetric divergence measure, the symmetric chi-square divergence and the symmetric Kullback-Leibler divergence is given. The references in this paper are also helpful for the study of entropies and divergences.
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