Renyi Entropy Properties of Order Statistics |
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Authors: | M. Abbasnejad N. R. Arghami |
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Affiliation: | 1. Department of Statistics, School of Mathematical Sciences , Ferdowsi University of Mashhad , Mashhad, Iran ma_abbasnejad@yahoo.com;3. Department of Statistics, School of Mathematical Sciences , Ferdowsi University of Mashhad , Mashhad, Iran |
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Abstract: | In this article, we discuss some properties of Renyi entropy and Renyi information of order statistics. Some bounds for Renyi entropy of order statistics are obtained. Also, we relate Renyi entropy ordering of order statistics to Renyi entropy ordering and other well known orderings of parent random variables. Then it is proved that the Renyi information between order statistics and parent random variable is distribution free, and it is shown, as expected, the distance is minimum for the median. |
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Keywords: | Hazard function Ordering Probability integral transformation Renyi entropy bounds Renyi information |
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