On Kullback-Leibler information of order statistics in terms of the relative risk

Research output: Contribution to journalArticle

2 Citations (Scopus)

Abstract

The representation of the entropy in terms of the hazard function and its extensions have been studied by many authors including Teitler et al. (IEEE Trans Reliab 35:391-395, 1986). In this paper, we consider a representation of the Kullback-Leibler information of the first r order statistics in terms of the relative risk (Park and Shin in Statistics, 2012), the ratio of hazard functions, and extend it to the progressively Type II censored data. Then we study the change in Kullback-Leibler information of the first r order statistics according to r and discuss its relation with Fisher information in order statistics.

Original languageEnglish
Pages (from-to)609-616
Number of pages8
JournalMetrika
Volume77
Issue number5
DOIs
Publication statusPublished - 2014 Jul

All Science Journal Classification (ASJC) codes

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

Fingerprint Dive into the research topics of 'On Kullback-Leibler information of order statistics in terms of the relative risk'. Together they form a unique fingerprint.

  • Cite this