Tight bounds for symmetric divergence measures and a new inequality relating f-divergences

Abstract

Tight bounds for several symmetric divergence measures are introduced, given in terms of the total variation distance. Each of these bounds is attained by a pair of 2 or 3-element probability distributions. An application of these bounds for lossless source coding is provided, refining and improving a certain bound by Csiszár. A new inequality relating f-divergences is derived, and its use is exemplified. The last section of this conference paper is not included in the recent journal paper [16], as well as some new remarks that are linked to new references.