A relation between the Renyi distance of order α and the variational distance
Marcelo Sampaio de Alencar, Francisco de Assis · 2002
Inequalities involving the Renyi distance of order /spl alpha/, the Kullback-Leibler distance and the variational distance are presented. The inequalities are useful in situations where one needs a comparison between different distributions on the same alphabet or, for instance, in connection with problems on guessing and sequential decoding, or classification.