On generalized information and divergence measures and their applicationsa brief review

  1. Taneja, Inder Jeet
  2. Pardo Llorente, Leandro
  3. Morales González, Domingo
  4. Menéndez, Maria Luisa
Journal:
Questiió: Quaderns d'Estadística, Sistemes, Informatica i Investigació Operativa

ISSN: 0210-8054

Year of publication: 1989

Volume: 13

Issue: 1-3

Pages: 47-73

Type: Article

More publications in: Questiió: Quaderns d'Estadística, Sistemes, Informatica i Investigació Operativa

Abstract

The aim of this review is to give different two-parametric generalizations of the following measures: directed divergence (Kullback and Leibler, 1951), Jensen difference divergence (Burbea and Rao 1982 a,b; Rao, 1982) and Jeffreys invariant divergence (Jeffreys, 1946). These generalizations are put in the unified expression and their properties are studied. The applications of generalized information and divergence measures to comparison of experiments and the connections with Fisher information measure are also given.