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A New Information Inequality and Its Application in Establishing Relation Among Various f-Divergence MeasuresDOI: 10.2478/v10294-012-0002-6 Keywords: f-divergence measure, Chi-square divergence, Kullback-Leibler distance, Hellinger discrimination, J-divergence, Relative J-divergence, Jenson-Shannon's divergence, Triangular discrimination etc Abstract: 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.
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