Characterization properties of the log-normal distribution obtained with the help of divergence measures

The aim of this work is to provide some characterization properties of the log-normal distribution with the help of divergence measures between a probability density function f and its r-size weighted counterpart fr. The characterization can be expressed in terms the Kullback–Leibler, the Rényi or the Cressie and Read divergence measures.

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Year of publication:	2012
Authors:	Tzavelas, George ; Economou, Polychronis
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 82.2012, 10, p. 1837-1840
Publisher:	Elsevier
Subject:	Weighted distribution \| Log-normal \| Kullback–Leibler divergence measure \| Theil index \| Rényi information measure

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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