Information Generating Function of Record Values

Allerton Press - Tập 31 - Trang 120-133 - 2022
Zohreh Zamani1, Omid Kharazmi2, Narayanaswamy Balakrishnan3
1Department of Statistics, Shahid Bahonar University of Kerman, Kerman, Iran
2Department of Statistics, Vali-e-Asr University of Rafsanjan, Rafsanjan, Iran
3Department of Mathematics and Statistics, McMaster University, Hamilton, Canada

Tóm tắt

In the present work, we study the information generating (IG) function of record values and examine some main properties of it. We establish some comparison results associated with the IG measure of record values. We show that under equality of two given IG measures of upper record values, the corresponding parent distributions can be determined uniquely. We also present some bounds for the IG measure of upper record values based on upper records of a standard exponential distribution. Further, we provide some results associated with characterization of exponential distribution by maximization (minimization) of IG function of record values under some conditions. We also examine the relative information generating (RIG) measure between the distribution of records values and the corresponding underlying distribution and present some results in this regard. To illustrate the results, several examples have been presented through the paper.

Tài liệu tham khảo

R. A. Fisher, ‘‘Tests of significance in harmonic analysis,’’ Proceedings of the Royal Society of London, Series A 125, 54–59 (1929). https://doi.org/10.1098/rspa.1929.0151 C. E. Shannon, ‘‘A mathematical theory of communication,’’ The Bell System Technical Journal, 27 (3), 379–423 (1948). https://doi.org/10.1002/j.1538-7305.1948.tb01338.x A. Rényi, ‘‘On measures of entropy and information,’’ in: Proceedings of the Fourth Berkeley Symposium on Mathematical Statistics and Probability, Vol. 1: Contributions to the Theory of Statistics (University of California Press, Berkley, California, 1961), pp. 547–562. C. Tsallis, ‘‘Possible generalization of Boltzmann-Gibbs statistics,’’ J. Stat. Phys. 52 (1), 479–487 (1988). https://doi.org/10.1007/BF01016429 S. Park and I. Kim, ‘‘Cumulative ratio information based on general cumulative entropy,’’ J. Stat. Comput. Simulat. 87 (3), 563–576 (2017). http://doi.org/10.1080/00949655.2016.1219911 M. R. Ubriaco, ‘‘Entropies based on fractional calculus,’’ Phys. Lett.373 (30), 2516–2519 (2009). https://doi.org/10.1016/j.physleta.2009.05.026 M. A Abbasnejad and N. R. Arghami, ‘‘Rényi entropy properties of records,’’ J. Stat. Plann. Infer. 141 (7), 2312–2320 (2011). https://doi.org/10.1016/j.jspi.2011.01.017 S. Baratpour, J. Ahmadi, and N. R. Arghami, ‘‘Characterizations based on Rényi entropy of order statistics and record values,’’ J. Stat. Plann. Infer. 138 (8), 2544–2551 (2008). https://doi.org/10.1016/j.jspi.2007.10.024 S. Kayal, ‘‘Characterization based on generalized entropy of order statistics,’’ Comm. Stat. Theor. Meth. 45 (15), 4628–4636 (2016). https://doi.org/10.1080/03610926.2014.927491 V. Kumar, ‘‘Some results on Tsallis entropy measure and \(k\)-record values,’’ Phys. Stat. Mech. Appl. 462, 667–673 (2016). https://doi.org/10.1016/j.physa.2016.05.064 N. Balakrishnan, F. Buono, and M. Longobardi, ‘‘On cumulative entropies in terms of moments of order statistics,’’ Meth. Comput. Appl. Probab. 24 (1), 345–359 (2022). B. C. Arnold, N. Balakrishnan, and H. N. Nagaraja, A First Course in Order Statistics (John Wiley, New York, 1992). S. Golomb, ‘‘The information generating function of a probability distribution (corresp.),’’ IEEE Trans. Inform. Theor. 12 (1), 75–77 (1966). https://doi.org/10.1109/TIT.1966.1053843 N. Balakrishnan, F. Buono and M. Longobardi, ‘‘On Tsallis extropy with an application to pattern recognition,’’ Stat. Probab. Lett. 180, 109241 (2022). https://doi.org/10.1016/j.spl.2021.109241 F. Lad, G. Sanfilippo, and G. Agro, G. (2015). ‘‘Extropy: Complementary dual of entropy. Stat Sic,’’ 30 (1), 40–58 (2015).https://doi.org/10.1214/14-STS430 D. E. Clark, ‘‘Local entropy statistics for point processes,’’ IEEE Trans. Inform. Theor. 66 (2), 1155–1163 (2019). https://doi.org/10.1109/TIT.2019.2941213 O. Kharazmi and N. Balakrishnan, ‘‘Jensen-information generating function and its connections to some well-known information measures,’’ Stat. Probab. Lett. 170, 108995 (2021). https://doi.org/10.1016/j.spl.2020.108995 O. Kharazmi and N. Balakrishnan, ‘‘Information generating function for order statistics and mixed reliability systems,’’ Comm. Stat. Theor. Meth., 1–10 (2021). https://doi.org/10.1080/03610926.2021.1881123 M. Shaked and J.G. Shanthikumar, Stochastic Orders (Springer, New York, 2007). C. Goffman and G. Pedrick, First Course in Functional Analysis, (Prentice Hall, London, 1965). M. Fashandi and J. Ahmadi, ‘‘Characterizations of symmetric distributions based on Rényi entropy,’’ Stat. Probab. Lett. 82 (4), 798–804 (2012). https://doi.org/10.1016/j.spl.2012.01.004 H. R. Higgins, Completeness and Basis Properties of Sets of Special Functions (Cambridge University Press, Cambridge, England, 2004). J. S. Hwang and G. D. Lin, ‘‘On a generalized moment problem II,’’ Proc. Am. Math. Soc. 91 (4), 577–580 (1984). S. Guiasu and C. Reischer, ‘‘The relative information generating function’’, Inform. Sci. 35 (3), 235–241 (1985). http://doi.org/10.1016/0020-0255(85)90053-2 S. Kullback, and R. A. Leibler, ‘‘On information and sufficiency,’’ Ann. Math. Stat. 22 (1), 79–86 (1951). https://doi.org/10.1214/aoms/1177729694