On Cumulative Entropies in Terms of Moments of Order Statistics

被引：19

作者：

Balakrishnan, Narayanaswamy ^{[1
]}

Buono, Francesco ^{[2
]}

Longobardi, Maria ^{[2
]}

机构：

[1] McMaster Univ, Hamilton, ON, Canada

[2] Univ Napoli Federico II, Naples, Italy

来源：

METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY | 2022年 / 24卷 / 01期

关键词：

Cumulative entropies; Order statistics; Moments;

D O I：

10.1007/s11009-021-09850-0

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 paper, relations between some kinds of cumulative entropies and moments of order statistics are established. By using some characterizations and the symmetry of a non-negative and absolutely continuous random variable X, lower and upper bounds for entropies are obtained and illustrative examples are given. By the relations with the moments of order statistics, a method is shown to compute an estimate of cumulative entropies and an application to testing whether data are exponentially distributed is outlined.

引用

页码：345 / 359

页数：15

共 21 条

[1]

Abramowitz M., 1964, Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, National Bureau of Standards, Applied Mathematics Series, V55

[2]

Arnold B.C., 1989, Relations, Bounds, and Approximations for Order Statistics

[3] Testing exponentiality based on Kullback-Leibler information with progressively Type-II censored data [J].