The principle of optimality of dynamic programming is used to prove three major inequalities due to Shannon, Renyi and Holder. The inequalities are then used to obtain some useful results in information theory. In particular measures are obtained to measure the mutual divergence among two or more probability distributions.

Additional Metadata
Keywords Divergence measures, dynamic programming, Renyi and Holder inequalities, Shannon
Persistent URL dx.doi.org/10.1155/S016117128700070X
Journal International Journal of Mathematics and Mathematical Sciences
Citation
Kapur, J.N. (J. N.), Kumar, V, & Kumar, U. (1987). A Measure of Mutual Divergence Among a Number of Probability Distributions. International Journal of Mathematics and Mathematical Sciences, 10(3), 597–607. doi:10.1155/S016117128700070X