Sherman's functional, its properties with applications for f-divergence measure

Asymptotic Distribution of Divergence Measure with Applications

A Symmetric Information Divergence Measure of the Csisz r's f -Divergence Class and Its Bounds

K e y w o r d s P a r a m e t r i c measure, Nonparametric measure, Csiszg~r's f-divergence, Information measure. 1. I N T R O D U C T I O N There are several types of information divergence measures s tudied in l i te ra ture which compare two probabi l i ty d is t r ibut ions and have appl icat ions in informat ion theory, s tat is t ics and engineering. A convenient classification to differe...

Jessen’s functional, its properties and applications

In this paper we consider Jessen’s functional, defined by means of a positive isotonic linear functional, and investigate its properties. Derived results are then applied to weighted generalized power means, which yields extensions of some recent results, known from the literature. In particular, we obtain the whole series of refinements and converses of numerous classical inequalities such as ...

Fractional Probability Measure and Its Properties

Based on recent studies by Guy Jumarie [1] which defines probability density of fractional order and fractional moments by using fractional calculus (fractional derivatives and fractional integration), this study expands the concept of probability density of fractional order by defining the fractional probability measure, which leads to a fractional probability theory parallel to the classical ...

Generalized Relative J-Divergence Measure and Properties

We have considered one parametric generalization of the nonsymmetric relative J-divergence measure. The generalized measure is shown belonging to the Csiszár’s f-divergence class. Further, we have derived bounds for the generalized measure in terms of well known divergence measures.