Expressions for Rényi and Shannon entropies for multivariate distributions
Exact forms of Rényi and Shannon entropies are determined for several multivariate distributions, including multivariate t, multivariate Cauchy, multivariate Pearson type VII, multivariate Pearson type II, multivariate symmetric Kotz type, multivariate logistic, multivariate Burr, multivariate Pareto type I, multivariate Pareto type II, multivariate Pareto type III, multivariate Pareto type IV, Dirichlet, inverted Dirichlet, multivariate Liouville, multivariate exponential, multivariate Weinman exponential, multivariate ordered Weinman exponential, bivariate gamma exponential, bivariate conditionally specified exponential, multivariate Weibull and multivariate log-normal. Monotonicity properties of Rényi and Shannon entropies for these distributions are also studied. We believe that the results presented here will serve as an important reference for scientists and engineers in many areas.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 71 (2005)
Issue (Month): 1 (January)
|Contact details of provider:|| Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description|
|Order Information:|| Postal: http://www.elsevier.com/wps/find/supportfaq.cws_home/regional|
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Golan, Amos & Judge, George G. & Miller, Douglas, 1996. "Maximum Entropy Econometrics," Staff General Research Papers Archive 1488, Iowa State University, Department of Economics.
- Zografos, K., 1999. "On Maximum Entropy Characterization of Pearson's Type II and VII Multivariate Distributions," Journal of Multivariate Analysis, Elsevier, vol. 71(1), pages 67-75, October.
- G. Aulogiaris & K. Zografos, 2004. "A maximum entropy characterization of symmetric Kotz type and Burr multivariate distributions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 13(1), pages 65-83, June.
- Peddada, Shyamal Das & Richards, Donald St. P., 1991. "Entropy inequalities for some multivariate distributions," Journal of Multivariate Analysis, Elsevier, vol. 39(1), pages 202-208, October.
- Golan, Amos & Perloff, Jeffrey M., 2002. "Comparison of maximum entropy and higher-order entropy estimators," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 195-211, March.
When requesting a correction, please mention this item's handle: RePEc:eee:stapro:v:71:y:2005:i:1:p:71-84. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Shamier, Wendy)
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.