Abstract
The principal aim of this research work is to establish refinements of the integral Jensen's inequality. For the intended refinements, we mainly use the notion of convexity and the concept of majorization. We derive some inequalities for power and quasi-arithmetic means while utilizing the main results. Moreover, we acquire several refinements of Holder inequality and also an improvement of Hermite-Hadamard inequality as consequences of obtained results. Furthermore, we secure several applications of the acquired results in information theory, which consist bounds for Shannon entropy, different divergences, Bhattacharyya coefficient, triangular discrimination and various distances.