中文摘要：

在Kullback-Leibler距离的基础上,对Kullback-Leibler距离进行改进,给出了新的Kullback-Leibler距离,并讨论了它的性质.计算了两个不同广义伽玛分布之间新的Kullback-Leibler距离.推导出伽玛分布、Weibull分布、Rayleigh分布、正态分布、指数分布新的Kullback-Leibler距离.另外在新的KullbackLeibler距离下,还得到digamma函数Ψ（x）=（Γ＇（x）/（Γ（x））为单调递增函数.

英文摘要：

In this paper, it improved the Kullback-Leibler distance and gives concept of the new Kullback-Leibler distance. It discuss the properties of the new Kullback-Leibler distance.The new Kullback-Leibler distance between two different generalized gamma dis- tribution are obtained. The new Kullback-Leibler distance of Gamma distribution,Weibull distribution ,Rayleigh distribution, normal distribution, exponential distribution are derived .On the other hand , monotone increasing function of digamma function is obtained under the new Kullback-Leibler distance.