Title : ( Entropy Properties of Certain Record Statistics and Some Characterization Results )
Authors: Jafar Ahmadi ,
Full TextAbstract
In this paper, the largest and the smallest observations are considered, at the time when a new record of either kind (upper or lower) occurs based on a sequence of independent random variables with identical continuous distributions. We prove that sequences of the residual or past entropy of the current records characterizes F in the family of continuous distributions. The exponential and the Frechet distributions are characterized through maximizing Shannon entropies of these statistics under some constraint.
Keywords
, Completeness property, exponential distribution, Frechet distribution, order statistics, record values, residual and past entropies
@article{paperid:1015157,
author = {Ahmadi, Jafar},
title = {Entropy Properties of Certain Record Statistics and Some Characterization Results},
journal = {Journal of the Iranian Statistical Society},
year = {2009},
volume = {8},
number = {2},
month = {December},
issn = {1726-4057},
pages = {1--13},
numpages = {12},
keywords = {Completeness property; exponential distribution;
Frechet distribution; order statistics; record values; residual and past entropies},
}
%0 Journal Article
%T Entropy Properties of Certain Record Statistics and Some Characterization Results
%A Ahmadi, Jafar
%J Journal of the Iranian Statistical Society
%@ 1726-4057
%D 2009
