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