Bounds for -divergences under likelihood ratio constraints
Sever Silvestru Dragomir (2003)
Applications of Mathematics
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In this paper we establish an upper and a lower bound for the -divergence of two discrete random variables under likelihood ratio constraints in terms of the Kullback-Leibler distance. Some particular cases for Hellinger and triangular discimination, -distance and Rényi’s divergences, etc. are also considered.