Ostrowski Inequality and Applications in Information Theory

Abstract

Here we provide, an approximation for new f-divergence between two probability distributions defined on finite set in terms of integral means using Ostrowskis integral inequality. Some particular cases are derived. Consider some numerical illustration with the case when each pair p_i,q_i is very close and deal with applications to mutual information.

Key words and phrases. New f- divergence, Ostrowski inequality, Divergence measure, Mutual information.

2000 Mathematics Subject Classification. 40H05, 46A45