Record values;
Record times;
Shannon information;
Fisher information;
Euler's constant;
Digamma function;
Zeta function;
ENTROPY EXPRESSIONS;
D O I:
10.1007/s00184-009-0287-7
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:
In this article we present results on the Shannon information (SI) contained in upper (lower) record values and associated record times in a sequence of i.i.d continuous variables. We then establish an interesting relationship between the SI content of a random sample of fixed size, and the SI in the data consisting of sequential maxima. We also consider the information contained in the record data from an inverse sampling plan (ISP).
机构:
Acuren Applicat Dev Grp, 405 Maple Grove Rd,Unit 1, Cambridge, ON N3E 1B6, CanadaAcuren Applicat Dev Grp, 405 Maple Grove Rd,Unit 1, Cambridge, ON N3E 1B6, Canada
Lesage, Jonathan
Marvasti, Mohammad
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机构:
Acuren Applicat Dev Grp, 405 Maple Grove Rd,Unit 1, Cambridge, ON N3E 1B6, CanadaAcuren Applicat Dev Grp, 405 Maple Grove Rd,Unit 1, Cambridge, ON N3E 1B6, Canada
Marvasti, Mohammad
Farla, Oliver
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机构:
Eclipse Sci, 1260 2nd Ave East,Unit 4, Owen Sound, ON N4K 2J3, CanadaAcuren Applicat Dev Grp, 405 Maple Grove Rd,Unit 1, Cambridge, ON N3E 1B6, Canada