Upper bound for variance of finite mixtures of power exponential distributions

被引：0

作者：

Kwong, Hok Shing ^{[1
]}

Nadarajah, Saralees ^{[1
]}

机构：

[1] Univ Manchester, Dept Math, Manchester M13 9PL, Lancs, England

来源：

MATHEMATICA SLOVACA | 2022年 / 72卷 / 03期

关键词：

Differential entropy; finite mixture distribution; generalized normal distribution; sharp bounds; variance;

D O I：

10.1515/ms-2022-0055

中图分类号：

O1 [数学];

学科分类号：

0701 ; 070101 ;

摘要：

Both variance and entropy are commonly used measures for uncertainty. There exists many cases where variance is infinite and entropy is finite. In this note, we derive an upper bound illustrating the relationship between variance and entropy of random variables having a special class of distributions. We also derive an upper bound for kth absolute central moment proportional to entropy power for a special class of distributions.

引用

页码：807 / 812

页数：6

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