Journal
IEEE TRANSACTIONS ON INFORMATION THEORY
Volume 49, Issue 7, Pages 1858-1860Publisher
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
DOI: 10.1109/TIT.2003.813506
Keywords
capacitory discrimination; chi(2) distance; Jensen-Shannon divergence; metric; triangle inequality
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We introduce a metric for probability distributions, which is bounded, information-theoretically motivated, and has a natural Bayesian interpretation. The square root of the well-known chi(2) distance is an asymptotic approximation to it. Moreover, it is a close relative of the capacitory discrimination and Jensen-Shannon divergence.
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