On a New Csiszar’s f-Divergence Measure

A new parametric probabilistic measure of information and a corresponding symmetric divergence (distance) measure is proposed. The information measure is useful to study the uncertainty and the corresponding divergence measure is useful for comparing two probability distributions. The proposed parametric divergence measure belongs to the family of Csiszar’s f-divergence measures. The bounds of this divergence measures are obtained in terms of some well known divergence measures. Some properties of the proposed information and divergence measures are studied.