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In this paper, we give an order relation between J-divergence and generalized K-divergence. By using this order relation we give generalizations ofthe results related to an order relation between J-divergence and K-divergence given by J. Burbea and C. R. Rao. Also we construct class of m-exponentially convexfunctions introducing by nonnegative difference of new order relation.

On generalization of K-divergence, its order relation with J-divergence and related results