Abstract-A new class of information-theoretic divergence measures based on the Shannon entropy is introduced. Unlike the well-known Kullback divergences, the new measures do not require the condition of absolute continuity to be satisfied by the probability distributions in-volved. More importantly, their close relationship with the variational distance and the probability of misclassification error are established in terms of bounds. These bounds are crucial in many applications of divergence measures. The new measures are also well characterized by the properties of nonnegativity, finiteness, semiboundedness, and boundedness. Index Terms-Divergence, dissimilarity measure, discrimination in-formation, entropy, probability of error bounds. I.