Communications in Statistics - Theory and Methods, ( ISI ), No (37), Year (2008-3) , Pages (481-493)

Title : Shannon information properties of the Endpoints of Record Coverage ( Shannon information properties of the Endpoints of Record Coverage )

Authors: Jafar Ahmadi , Massoumeh Fashandi ,

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Abstract

This paper addresses the largest and the smallest observations, at the times when a new record of either kind (upper or lower) occurs, which are it called the current upper and lower record, respectively. We examine the entropy properties of these statistics, especially the difference between entropy of upper and lower bounds of record coverage. The results are presented for some common parametric families of distributions. Several upper and lower bounds, in terms of the entropy of parent distribution, for the entropy of current records are obtained. It is shown that mutual information, as well as Kullback–Leibler distance between the endpoints of record coverage, Kullback–Leibler distance between data distribution, and current records, are all distribution-free.

Keywords

Kullback–Leibler distance; Mutual information; Order statistics; Record range; Record values.
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@article{paperid:204068,
author = {Ahmadi, Jafar and Fashandi, Massoumeh},
title = {Shannon information properties of the Endpoints of Record Coverage},
journal = {Communications in Statistics - Theory and Methods},
year = {2008},
number = {37},
month = {March},
issn = {0361-0926},
pages = {481--493},
numpages = {12},
keywords = {Kullback–Leibler distance; Mutual information; Order statistics; Record range; Record values.},
}

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%0 Journal Article
%T Shannon information properties of the Endpoints of Record Coverage
%A Ahmadi, Jafar
%A Fashandi, Massoumeh
%J Communications in Statistics - Theory and Methods
%@ 0361-0926
%D 2008

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