Fuzzy Directed Divergence Measure and Its Application to Decision Making.

Divergence or relative information is a measure of information associated with two probability distributions of a discrete random variable which is based in Shannon entropy. In this paper a new divergence measure and corresponding fuzzy directed divergence measure have been proposed. Comparative study of the proposed divergence measure with some existing divergence measure has been done with the help of numerical example. Further, the application of proposed fuzzy directed divergence is illustrated in decision making problems. [ABSTRACT FROM AUTHOR]