  There are many information and divergence measures exist in the literature on
information theory and statistics. The most famous among them are
Kullback-Leibler (1951) relative information and Jeffreys (1951) J-divergence.
Sibson (1969) Jensen-Shannon divergence has also found its applications in the
literature. The author (1995) studied a new divergence measures based on
arithmetic and geometric means. The measures like harmonic mean divergence and
triangular discrimination are also known in the literature. Recently, Dragomir
et al. (2001) also studies a new measure similar to J-divergence, we call here
the relative J-divergence. Another measures arising due to Jensen-Shannon
divergence is also studied by Lin (1991). Here we call it relative
Jensen-Shannon divergence. Relative arithmetic-geometric divergence (ref.
Taneja, 2004) is also studied here. All these measures can be written as
particular cases of Csiszar's f-divergence. By putting some conditions on the
probability distribution, the aim here is to obtain bounds among the measures.
