Shannon information in record data

被引:12
|
作者
Madadi, Mohsen [1 ]
Tata, Mahbanoo [1 ]
机构
[1] Shahid Bahnar Univ Kerman, Kerman, Iran
关键词
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).
引用
收藏
页码:11 / 31
页数:21
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