Some New f-Divergence Measures and Their Basic Properties

Abstract

In this paper we introduce some new f-divergence measures that we call t-asymmetric/symmetric divergence measure and integral divergence measure, establish their joint convexity and provide some inequalities that connect these f-divergences to the classical one intyroduced by Csiszar in 1963. Applications for the dichotomy class of convex functions are provided as well.