In this work, some new functional of Jensen-type inequalities are constructed using Shannon entropy, f -divergence, and Rényi divergence, and some estimates are obtained for these new functionals. Also using the Zipf-Mandelbrot law and hybrid Zipf-Mandelbrot law, we investigate some bounds for these new functionals. Furthermore, we generalize these new functionals for m-convex function using Lidstone polynomial.Mathematics Subject Classification 94Axx · 39-XX · 41A58