The Entropy of Consecutive Order Statistics

Research output: Contribution to journalArticle

32 Citations (Scopus)

Abstract

Calculations of the entropy of a set of consecutive order statistics is relatively more complicated than that of the entropy of the individual order statistic, which has been studied by Wong and Chan [1]. We provide some fundamental relations occuring in the entropy of consecutive-order statistics, which are very useful for computations. We first consider the decomposition of the entropy of order statistics, and derive some recurrence relations in the first r order statistics. We also establish a dual principle for the entropy of order statistics, which yields a dual relation from a given relation in the entropy of order statistics.

Original languageEnglish
Pages (from-to)2003-2007
Number of pages5
JournalIEEE Transactions on Information Theory
Volume41
Issue number6
DOIs
Publication statusPublished - 1995 Jan 1

Fingerprint

entropy
Entropy
statistics
Statistics
Set theory
Decomposition

All Science Journal Classification (ASJC) codes

  • Computer Science Applications
  • Information Systems
  • Library and Information Sciences
  • Electrical and Electronic Engineering

Cite this

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The Entropy of Consecutive Order Statistics. / Park, Sangun.

In: IEEE Transactions on Information Theory, Vol. 41, No. 6, 01.01.1995, p. 2003-2007.

Research output: Contribution to journalArticle

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AB - Calculations of the entropy of a set of consecutive order statistics is relatively more complicated than that of the entropy of the individual order statistic, which has been studied by Wong and Chan [1]. We provide some fundamental relations occuring in the entropy of consecutive-order statistics, which are very useful for computations. We first consider the decomposition of the entropy of order statistics, and derive some recurrence relations in the first r order statistics. We also establish a dual principle for the entropy of order statistics, which yields a dual relation from a given relation in the entropy of order statistics.

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