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On cumulative residual entropy of order statistics

Park, Sangun; Kim, Ilmun - In: Statistics & Probability Letters 94 (2014) C, pp. 170-175

Cumulative residual entropy has been proposed by Rao et al. (2004). In this paper, we first show a representation of … the cumulative residual entropy of the first r order statistics as a single integral. Then we provide some related results …

Persistent link: https://www.econbiz.de/10011040123

Subjective modelling of supply and demand—the minimum of Fisher information solution

Piotrowski, Edward W.; Sładkowski, Jan; Syska, Jacek - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 21, pp. 4904-4912

probability of transaction is ∼0.5853. We also present a comparison with the model based on the Maximum of Entropy Principle. To …

Persistent link: https://www.econbiz.de/10011061434

On cumulative residual Kullback–Leibler information

Park, Sangun; Rao, Murali; Shin, Dong Wan - In: Statistics & Probability Letters 82 (2012) 11, pp. 2025-2032

Some extensions of entropy and KL information to the survival function have been recently proposed. We first compare … constraints for maximum cumulative residual entropy distribution (Rao et al., 2004) in view of the relation between the cumulative … residual entropy difference and cumulative residual Kullback–Leibler (KL) information. We further discuss the estimation …

Persistent link: https://www.econbiz.de/10011039838

On the optimal designs for the prediction of Ornstein–Uhlenbeck sheets

Baran, Sándor; Sikolya, Kinga; Stehlík, Milan - In: Statistics & Probability Letters 83 (2013) 6, pp. 1580-1587

on a monotonic set with respect to the integrated mean square prediction error criterion and the entropy criterion. We …

Persistent link: https://www.econbiz.de/10011040055

Visibility graph combined with information theory: an estimator of stock market efficiency

Gonçalves, Bruna Amin; Atman, A. P. F. - In: The journal of network theory in finance 3 (2017) 2, pp. 1-15

Persistent link: https://www.econbiz.de/10011730885

A new method for generating families of continuous distributions

Alzaatreh, Ayman; Lee, Carl; Famoye, Felix - In: METRON 71 (2013) 1, pp. 63-79

In this paper, a new method is proposed for generating families of continuous distributions. A random variable <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$X$$</EquationSource> </InlineEquation>, “the transformer”, is used to transform another random variable <InlineEquation ID="IEq2"> <EquationSource Format="TEX">$$T$$</EquationSource> </InlineEquation>, “the transformed”. The resulting family, the <InlineEquation ID="IEq3"> <EquationSource Format="TEX">$$T$$</EquationSource> </InlineEquation>-<InlineEquation ID="IEq4"> <EquationSource Format="TEX">$$X$$</EquationSource> </InlineEquation> family of distributions, has a...</equationsource></inlineequation></equationsource></inlineequation></equationsource></inlineequation></equationsource></inlineequation>

Persistent link: https://www.econbiz.de/10011000669

On the Fisher information and design of a flexible progressive censored experiment

Park, Sangun; Ng, Hon Keung Tony; Chan, Ping Shing - In: Statistics & Probability Letters 97 (2015) C, pp. 142-149

We provide simple computational formulas of both expected termination time and Fisher information of the flexible progressive censoring scheme proposed by Bairamov and Parsi (2011). Then, the design and planning of the flexible progressive censoring schemes are discussed with illustrative examples.

Persistent link: https://www.econbiz.de/10011189325

Ranking of countries according to the index of economic freedom with multicriteria decision making methods

Atan, Murat; Atan, Sibel; Gökmen, Şahika - In: Athens journal of business & economics : AJBE 10 (2024) 2, pp. 109-120

Persistent link: https://www.econbiz.de/10014555803

A generalized normal distribution

Nadarajah, Saralees - In: Journal of Applied Statistics 32 (2005) 7, pp. 685-694

, mean deviation about the median, Renyi entropy, Shannon entropy, and the asymptotic distribution of the extreme order …

Persistent link: https://www.econbiz.de/10005639799

Sharp exponential and entropy bounds on expectations of generalized order statistics

Kaluszka, M.; Okolewski, A. - In: Metrika 58 (2003) 2, pp. 159-171

Persistent link: https://www.econbiz.de/10005598699