Renyi entropy properties of records

被引：13
|
作者：
Abbasnejad, M. [1 ]
Arghami, N. R. [1 ]
机构：
[1] Ferdowsi Univ Mashhad, Dept Stat, Sch Math Sci, Mashhad 91775, Iran
来源：
JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2011年 / 141卷 / 07期
关键词：
Exponential distribution; Hazard function; Maximum entropy principal; Ordering; Records; Renyi entropy bounds; Renyi distance; FISHER INFORMATION; RELIABILITY PROPERTIES; STATISTICAL EVIDENCE; HYPOTHESES; VALUES;
D O I：
10.1016/j.jspi.2011.01.017
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
We provide bounds for Renyi entropy of records. We also show that the Renyi entropy ordering of random variables determines the Renyi entropy ordering of their respective records. We characterize exponential distribution by maximization of Renyi entropy under some conditions. We show that Renyi distance between distribution of records and parent distribution is distribution free. (C) 2011 Elsevier B.V. All rights reserved.
引用
收藏
页码：2312 / 2320
页数：9
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