On cumulative residual Kullback-Leibler information

Sangun Park, Murali Rao, Dong Wan Shin

Research output: Contribution to journalArticle

26 Citations (Scopus)

Abstract

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 etal., 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.

Original languageEnglish
Pages (from-to)2025-2032
Number of pages8
JournalStatistics and Probability Letters
Volume82
Issue number11
DOIs
Publication statusPublished - 2012 Nov 1

Fingerprint

Kullback-Leibler Information
Residual Entropy
Survival Function
Goodness of Fit Test
Test Statistic
Entropy
Moment
Numerical Examples

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Cite this

Park, Sangun ; Rao, Murali ; Shin, Dong Wan. / On cumulative residual Kullback-Leibler information. In: Statistics and Probability Letters. 2012 ; Vol. 82, No. 11. pp. 2025-2032.
@article{2c56f0bf21164f9da3a6319139a7dd36,
title = "On cumulative residual Kullback-Leibler information",
abstract = "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 etal., 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.",
author = "Sangun Park and Murali Rao and Shin, {Dong Wan}",
year = "2012",
month = "11",
day = "1",
doi = "10.1016/j.spl.2012.06.015",
language = "English",
volume = "82",
pages = "2025--2032",
journal = "Statistics and Probability Letters",
issn = "0167-7152",
publisher = "Elsevier",
number = "11",

}

On cumulative residual Kullback-Leibler information. / Park, Sangun; Rao, Murali; Shin, Dong Wan.

In: Statistics and Probability Letters, Vol. 82, No. 11, 01.11.2012, p. 2025-2032.

Research output: Contribution to journalArticle

TY - JOUR

T1 - On cumulative residual Kullback-Leibler information

AU - Park, Sangun

AU - Rao, Murali

AU - Shin, Dong Wan

PY - 2012/11/1

Y1 - 2012/11/1

N2 - 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 etal., 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.

AB - 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 etal., 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.

UR - http://www.scopus.com/inward/record.url?scp=84864137197&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=84864137197&partnerID=8YFLogxK

U2 - 10.1016/j.spl.2012.06.015

DO - 10.1016/j.spl.2012.06.015

M3 - Article

AN - SCOPUS:84864137197

VL - 82

SP - 2025

EP - 2032

JO - Statistics and Probability Letters

JF - Statistics and Probability Letters

SN - 0167-7152

IS - 11

ER -