On a Difference of Jensen Inequality and its Applications to Mean Divergence Measures

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Taneja, Inder Jeet (2004) On a Difference of Jensen Inequality and its Applications to Mean Divergence Measures. Research report collection, 7 (4).

Abstract

In this paper we have considered a difference of Jensen’s inequality for convex functions and proved some of its properties. In particular, we have obtained results for Csisz´ar [5] f−divergence. A result is established that allow us to compare two measures under certain conditions. By the application of this result we have obtained a new inequality for the well known means such as arithmetic, geometric and harmonic. Some divergence measures based on these means are also defined.

Item type Article
URI https://vuir.vu.edu.au/id/eprint/17393
Subjects Current > FOR Classification > 0101 Pure Mathematics
Current > Collections > Research Group in Mathematical Inequalities and Applications (RGMIA)
Keywords Jensen difference, divergence measures, Csiszár's f-divergence, convex function, mean inequalities
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