  This paper generalizes beta divergence beyond its classical form associated
with power variance functions of Tweedie models. Generalized form is
represented by a compact definite integral as a function of variance function
of the exponential dispersion model. This compact integral form simplifies
derivations of many properties such as scaling, translation and expectation of
the beta divergence. Further, we show that beta divergence and (half of) the
statistical deviance are equivalent measures.
