Association of Jensen’s inequality for s-convex function with Csiszár divergence

Abstract

In the article, we establish an inequality for Csiszár divergence associated with s-convex functions, present several inequalities for Kullback–Leibler, Renyi, Hellinger, Chi-square, Jeffery’s, and variational distance divergences by using particular s-convex functions in the Csiszár divergence. We also provide new bounds for Bhattacharyya divergence.