Some Inequalities Among New Divergence Measures

Abstract There are three classical divergence measures exist in the literature on information theory and statistics. These are namely, Jeffryes-Kullback-Leiber J-divergence. Burbea-Rao [1] Jensen-Shannon divegernce and Taneja [8] arithmetic-geometric mean divergence. These three measures bear an interesting relationship among each other and are based on logarithmic expressions. The divergence measures like Hellinger discrimination, symmetric χ2−divergence, and triangular discrimination are also known in the literature and are not based on logarithmic expressions. Past years Dragomir et al. [3], Kumar and Johnson [7] and Jain and Srivastava [4] studied different kind of divergence measures. In this paper, we worked with inequalities relating these new measures with the previous know one. An idea of exponential divergence is also developed.