On Pairs of $f$-divergences and their Joint Range

Igor Vajda; Peter Harremo\"es

arxiv: 1007.0097 · v1 · submitted 2010-07-01 · 💻 cs.IT · math.IT· math.ST· stat.TH

On Pairs of f-divergences and their Joint Range

Peter Harremo\"es , Igor Vajda This is my paper

classification 💻 cs.IT math.ITmath.STstat.TH

keywords jointrangeapplicationscompareconvexdistributionsdivergencesf-divergences

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We compare two f-divergences and prove that their joint range is the convex hull of the joint range for distributions supported on only two points. Some applications of this result are given.

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On Pairs of f-divergences and their Joint Range

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