Nested Inequalities Among Divergence Measures

In this paper we have considered an inequality having 11 divergence measures. Out of them three are logarithmic such as Jeffryes-Kullback-Leiber [4] [5] J-divergence. Burbea-Rao [1] Jensen-Shannon divergence and Taneja [7] arithmetic-geometric mean divergence. The other three are non-logarithmic such as Hellinger discrimination, symmetric χ−divergence, and triangular discrimination. Three more are considered are due to mean divergences. Pranesh and Johnson [6] and Jain and Srivastava [3] studied different kind of divergence measures. We have considered measures arising due to differences of single inequality having 11 divergence measures in terms of a sequence. Based on these differences we have obtained many inequalities. These inequalities are kept as nested or sequential forms. Some reverse inequalities and equivalent versions are also studied.