On Mathai–Haubold Past Entropy Measure

Oindrali Das1, Siddhartha Chakraborty2, Biswabrata Pradhan2
1Department of Statistics, Ranaghat College, Nadia, India
2SQC and OR Unit, Indian Statistical Institute, Kolkata, India

Tóm tắt

In this paper, Mathai–Haubold past entropy measure is proposed and its properties are studied. Also some generalized inequalities related to Mathai–Haubold entropy measure are discussed. A Kernel based non-parametric estimator for the proposed measure is provided when the underlying sample follows $$\rho$$ -mixing dependence condition. The consistency property and asymptotic normality of the proposed estimator are established. A simulation study is conducted to assess the performance of the estimator. A data set is analyzed for illustrative purposes.

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