New Information Inequalities in Terms of Variational Distance and its Application

Authors : K. C. Jain, Praphull Chhabra

Pages : 30-40

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Publication Date : 2016-08-08

Article Type : Other

Abstract :In this work, new information inequalities are obtained and characterized on new generalized f- divergence (introduced by Jain and Saraswat (2012)) in terms of the Variational distance and these inequalities have been taken for evaluating some new relations among well known divergences. These new relations have been verified numerically by considering two discrete probability distributions: Binomial and Poisson. Asymptotic approximation on new generalized f- divergence is done as well.
Keywords : Variational distance, new information inequalities, bounded variation, convex and normalized function, bounds of divergences, numerical veri- fication, asymptotic approximation.