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There are three classical divergence measures exist in the literature oninformation theory and statistics. These are namely, Jeffryes-Kullback-LeiberJ-divergence. Sibson-Burbea-Rao Jensen-Shannon divegernce and Tanejaarithemtic-geometric mean divergence. These three measures bear an interestingrelationship among each other and are based on logarithmic expressions. Thedivergence measures like Hellinger discrimination, symmetric chi-squaredivergence, and triangular discrimination are also known in the literature andare not based on logarithmic expressions. Past years Dragomir et al., Kumar andJohnson and Jain and Srivastava studied different kind of divergence measures.In this paper, we have presented some more new divergence measures and obtainedinequalities relating these new measures and also made connections withprevious ones. The idea of exponential divergence is also introduced.

Sequences of Inequalities Among New Divergence Measures