On Triangular Inequality of the Discounted Least Information Theory of Entropy (DLITE)

The Discounted Least Information Theory of Entropy (DLITE) is a new information measure that quantifies the amount of entropic difference between two probability distributions. It manifests multiple critical properties both as an information-theoretic quantity and as metric distance. In the report, we provide a proof of the triangular inequality of DLITE’s cube root ($\sqrt[3]{DL}$), an important property of a metric, along with alternative proofs for two additional properties.