Volume 8, Issue 1 And 2 (November 2009)
JIRSS 2009, 8(1 And 2): 1-13 |
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Ahmadi J. Entropy Properties of Certain Record Statistics and Some Characterization Results. JIRSS. 2009; 8 (1 and 2) :1-13
URL: http://jirss.irstat.ir/article-1-73-en.html
URL: http://jirss.irstat.ir/article-1-73-en.html
Abstract: (6507 Views)
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.
Subject:
60: Probability theory and stochastic processes
Received: 2011/08/9 | Accepted: 2015/09/12
Received: 2011/08/9 | Accepted: 2015/09/12
