Approximations of Jensen divergence for twice differentiable functions

被引：0
|
作者：
Eder Kikianty
Sever S Dragomir
Isia T Dintoe
David Sherwell
机构：
[1] School of Computational and Applied Mathematics,
[2] University of the Witwatersrand,undefined
[3] School of Engineering and Science,undefined
[4] Victoria University,undefined
来源：
Journal of Inequalities and Applications | / 2013卷
关键词：
divergence measure; Jensen divergence; inequality for real numbers;
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摘要：
The Jensen divergence is used to measure the difference between two probability distributions. This divergence has been generalised to allow the comparison of more than two distributions. In this paper, we consider some bounds for generalised Jensen divergence of twice differentiable functions with bounded second derivatives. Evidently, these bounds provide approximations for the Jensen divergence of twice differentiable functions by the Jensen divergence of simpler functions such as the power functions and the paired entropies associated to the Harvda-Charvát functions.
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