A Class of New Metrics Based on Triangular Discrimination

Information

Guoxiang Lu¹  Bingqing Li¹ 

[1] Department of Risk Management and Insurance, Nankai University, No. 94 Weijin Road, 300071 Tianjin, China; E-Mail:

关键词: triangular discrimination;    metric;    triangle inequality;    information-theoretic divergence;    information inequalities;   

DOI  :  10.3390/info6030361

来源: mdpi

【 摘 要 】

In the field of information theory, statistics and other application areas, the information-theoretic divergences are used widely. To meet the requirement of metric properties, we introduce a class of new metrics based on triangular discrimination which are bounded. Moreover, we obtain some sharp inequalities for the triangular discrimination and other information-theoretic divergences. Their asymptotic approximation properties are also involved.

【 授权许可】

CC BY   
© 2015 by the authors; licensee MDPI, Basel, Switzerland.