%0 Journal Article %T A New Information Inequality and Its Application in Establishing Relation Among Various f-Divergence Measures %A K. C. Jain %A Ram Naresh Saraswat %J Journal of Applied Mathematics, Statistics and Informatics %D 2012 %I De Gruyter Open %R 10.2478/v10294-012-0002-6 %X An Information inequality by using convexity arguments and Jensen inequality is established in terms of Csiszar f-divergence measures. This inequality is applied in comparing particular divergences which play a fundamental role in Information theory, such as Kullback-Leibler distance, Hellinger discrimination, Chi-square distance, J-divergences and others. %K f-divergence measure %K Chi-square divergence %K Kullback-Leibler distance %K Hellinger discrimination %K J-divergence %K Relative J-divergence %K Jenson-Shannon's divergence %K Triangular discrimination etc %U http://versita.metapress.com/content/30282h6r58420u47/?p=bb6d2f049921428d8a1e07ca82d53595&pi=1