Entropy inequalities for some multivariate distributions

In this paper, we derive some monotonicity properties of generalized entropy functionals of various multivariate distributions. These include the distributions of random eigenvalues arising in many hypothesis testing problems in multivariate analysis; the multivariate Liouville distributions; and the noncentral Wishart distributions.

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Year of publication:	1991
Authors:	Peddada, Shyamal Das ; Richards, Donald St. P.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 39.1991, 1, p. 202-208
Publisher:	Elsevier
Keywords:	entropy functionals Liouville distributions multivariate beta distributions Schur-concavity Schur-convexity Selberg's integrals noncentral Wishart distributions

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

Persistent link: https://www.econbiz.de/10005006482