A refinement and an exact equality condition for the basic inequality of f -divergences


László Horváth, Đilda Pečarić, Josip Pečarić




f-divergences play important role in probability theory, especially in information theory and in mathematical statistics. Remarkable divergences can be found among them. Inequalities for f-divergences are very useful and applicable in information theory. In this paper we give a precise equality condition and a refinement for one of the basic inequalities of f-divergences. The results are illustrated by some applications.