Canavati Fractional and Other Approximation of Csiszar’s f–Divergence
Here are presented various sharp and nearly optimal probabilistic inequalities that give best or nearly best estimates for the Csiszar’s f -divergence. These involve Canavati fractional and ordinary derivatives of the directing function f. Also given are lower bounds for the Csiszar’s distance. The Csiszar’s discrimination is the most essential and general measure for the comparison between two probability measures. This treatment is based on .
KeywordsProbability Measure Convex Function Fractional Derivative Operational Calculus Taylor Formula
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