Generalized Functional Discriminating Measure For Finite Probability Distributions

Abstract

"Analysts like Renyi (1961), Csiszar (1963, 1966), Bregman (1967), Burba-Rao (1982), Jain and Saraswat (2012), etc., have introduced and analyzed the different functional discriminating measures for comparing two discrete probability distributions. But in this article, a new functional discriminating measure has been proposed that will compare finite (more than two) discrete probability distributions simultaneously. Further, some intra-relations among the measures at different values of the parameters have been discussed. Also, an interesting connection with Csiszar’s generalized functional measure has been created. Some new inequalities compared to variational discrimination and Chi-square discrimination have been discussed as well. "