Series of New Divergence Measures and Relation to Other Well Known Divergence Measures

Devendra Singh, Surinder Singh

Triangular discriminations Csiszar’s f-divergence,chi-square divergence measure etc.

There are several types of divergence measures used in measuring the distance or affinity between two probability distributions. In this paper we derive some families of divergence measures using properties of convex function f, defined on (0, ∞) and Csiszar’s f-divergence measure. Some relations among new and other well-known divergence measures are also obtained.