The entropy of consecutive order statistics

被引：50

作者：

Park, S

机构：

[1] Department of Applied Statistics, Yonsei University, Seoul

来源：

IEEE TRANSACTIONS ON INFORMATION THEORY | 1995年 / 41卷 / 06期

关键词：

entropy; order statistics; recurrence relation; dual principle; Markov chain;

D O I：

10.1109/18.476325

中图分类号：

TP [自动化技术、计算机技术];

学科分类号：

0812 ;

摘要：

Calculations of the entropy of a set of consecutive order statistics is relatively more complicated than that of the entropy of the individual order statistic, which has been studied by Wong and Chan [1]. We provide some fundamental relations occuring in the entropy of consecutive-order statistics, which are very useful for computations. We first consider the decomposition of the entropy of order statistics, and derive some recurrence relations in the first r order statistics. We also establish a dual principle for the entropy of order statistics, which yields a dual relation from a given relation in the entropy of order statistics.

引用

页码：2003 / 2007

页数：5

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