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  • 标题:Notes on Entropy for Concomitants of Record Values in Farlie-Gumbel-Morgenstern (FGM) Family
  • 本地全文:下载
  • 作者:Saeid Tahmasebi
  • 期刊名称:Journal of Data Science
  • 印刷版ISSN:1680-743X
  • 电子版ISSN:1683-8602
  • 出版年度:2013
  • 卷号:11
  • 期号:1
  • 页码:59-68
  • 出版社:Tingmao Publish Company
  • 摘要:Let f(Xi; Yi); i  1g be a sequence of bivariate random variablesfrom a continuous distribution. If fRn; n  1g is the sequence of recordvalues in the sequence of X's, then the Y which corresponds with the nth-record will be called the concomitant of the nth-record, denoted by R[n].In FGM family, we determine the amount of information contained in R[n]and compare it with amount of information given in Rn. Also, we showthat the Kullback-Leibler distance among the concomitants of record valuesis distribution-free. Finally, we provide some numerical results of mutualinformation and Pearson correlation coecient for measuring the amount ofdependency between Rn and R[n] in the copula model of FGM family.
  • 关键词:Concomitants; Farlie-Gumbel-Morgenstern family; Kullback-;Leibler distance; mutual information; record values; Shannon entropy.
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