On Unified Generalizations of Relative Jensen–shannon and Arithmetic–geometric Divergence Measures, and Their Properties Pranesh Kumar and Inder Jeet Taneja

Abstract. In this paper we shall consider one parametric generalization of some nonsymmetric divergence measures. The non-symmetric divergence measures are such as: Kullback-Leibler relative information, χ2−divergence, relative J – divergence, relative Jensen – Shannon divergence and relative Arithmetic – Geometric divergence. All the generalizations considered can be written as particular cases of Csiszár’s f-divergence. By putting some conditions on the probability distribution, the aim here is to develop bounds on these measures and their parametric generalizations.