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Characterizations of symmetric distributions based on Rényi entropy

Listed author(s):
  • Fashandi, M.
  • Ahmadi, Jafar
Registered author(s):

    It is proved that the equality of Rényi entropies of upper and lower order statistics as well as upper and lower k-records is a characteristic property of symmetric distributions. Also, for Farlie–Gumbel–Morgenstern (FGM) family, it is shown that under some conditions the equality of entropies of concomitants of upper and lower order statistics as well as concomitants of upper and lower record values is a characteristic property for the uniform distribution.

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    Article provided by Elsevier in its journal Statistics & Probability Letters.

    Volume (Year): 82 (2012)
    Issue (Month): 4 ()
    Pages: 798-804

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    Handle: RePEc:eee:stapro:v:82:y:2012:i:4:p:798-804
    DOI: 10.1016/j.spl.2012.01.004
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    1. Hofmann, Glenn & Balakrishnan, N. & Ahmadi, Jafar, 2005. "Characterization of hazard function factorization by Fisher information in minima and upper record values," Statistics & Probability Letters, Elsevier, vol. 72(1), pages 51-57, April.
    2. Zheng, Gang, 2001. "A characterization of the factorization of hazard function by the Fisher information under Type II censoring with application to the Weibull family," Statistics & Probability Letters, Elsevier, vol. 52(3), pages 249-253, April.
    3. Ahmadi, Jafar & Fashandi, M., 2009. "Some characterization and ordering results based on entropies of current records," Statistics & Probability Letters, Elsevier, vol. 79(19), pages 2053-2059, October.
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