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This note presents new inequalities relating different divergence measures in the family of “convex likelihood-ratio expectation” measures of Csiszar (1967), Ali and Silvey (1966), and especially in the single-parameter family of “AM-GM” divergence measures. The most prominent result is that θ2 ⩽¼J, where θ is the Bhattacharyya angle of divergence (a true distance metric), and J is the symmetric cross-entropy. A pair of “log Γ” divergences is also introduced and related to the cross-entropies I and J
Published in:
Information Theory, IEEE Transactions on
(Volume:45
,
Issue:
5
)
Date of Publication: Jul 1999
- Page(s):
- 1728 - 1735
- ISSN :
- 0018-9448
- INSPEC Accession Number:
- 6303174
- Digital Object Identifier :
- 10.1109/18.771256
- Product Type:
- Journals & Magazines
- Date of Current Version :
- 06 August 2002
- Issue Date :
- Jul 1999
- Sponsored by :
- IEEE Information Theory Society
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