On Jensen- divergence measure

Abstract The purpose of this paper is twofold. The first part is to introduce relative- $\chi_{\alpha}^{2}$ , Jensen- $\chi_{\alpha}^{2}$ and ( p , w )-Jensen- $\chi_{\alpha}^2$ divergence measures and then examine their properties. In addition, we also explore possible connections between these divergence measures and Jensen–Shannon entropy measure. In the second part, we introduce $(p,\eta)$ -mixture model and then show …