| Summary: | A divergence measure plays a crucial part in discriminating two probability distributions and drawing inferences constructed on such discrimination. The intention of this study is to propose such a divergence measure based on Jensen inequality and exponential entropy in the settings of probability theory. Further, the idea has been generalized to fuzzy sets to familiarize a novel picture fuzzy divergence measure. Besides proposing the validity, some of its key properties are also deliberated. Finally, two illustrative examples are solved based on the proposed picture fuzzy divergence measure which shows the expediency and effectiveness of the proposed approach.
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