Some inequalities for information divergence and related measures of discrimination

@article{Topse2000SomeIF,
  title={Some inequalities for information divergence and related measures of discrimination},
  author={Flemming Tops\oe},
  journal={IEEE Trans. Information Theory},
  year={2000},
  volume={46},
  pages={1602-1609}
}
Inequalities which connect information divergence with other measures of discrimination or distance between probability distributions are used in information theory and its applications to mathematical statistics, ergodic theory and other scientific fields. We suggest new inequalities of this type, often based on underlying identities. As a consequence we obtain certain improvements of the well known Pinsker inequality. Our study depends on two measures of discrimination, called capacitory… CONTINUE READING
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