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  Volume 6, Issue 3, Article 65
On A Symmetric Divergence Measure and Information Inequalities

    Authors: Pranesh Kumar, Andrew Johnson,  
    Keywords: Divergence measure, Csiszár's $f$-divergence, Parametric measure, Non-parametric measure, Mutual information, Information inequalities.  
    Date Received: 15/10/04  
    Date Accepted: 23/05/05  
    Subject Codes:

94A17; 26D15

    Editors: Sever S. Dragomir,  

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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