کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1153321 958326 2012 8 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
On cumulative residual Kullback–Leibler information
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
On cumulative residual Kullback–Leibler information
چکیده انگلیسی

Some extensions of entropy and KL information to the survival function have been recently proposed. We first compare some extensions of KL information and provide a criterion in choosing one among those extensions. Then we study moment 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 methods and suggest a weighted cumulative residual entropy. Finally, we discuss the application of the estimated cumulative residual KL information as a goodness of fit test statistic with numerical examples.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 82, Issue 11, November 2012, Pages 2025–2032
نویسندگان
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