Global properties of the symmetrized $s$-divergence

Published 13 May 2016 in math.PR | (1605.04012v1)

Abstract: In this paper we give a study of the symmetrized divergences $U_s(p,q)=K_s(p||q)+K_s(q||p)$ and $V_s(p,q)=K_s(p||q)K_s(q||p)$, where $K_s$ is the relative divergence of type $s, s\in\mathbb R$. Some basic properties as symmetry, monotonicity and log-convexity are established. An important result from the Convexity Theory is also proved.

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Slavko Simic

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