Some information measures in concomitants of generalized order statistics under iterated Farlie-Gumbel-Morgenstern bivariate type
H. M. Barakat, I. A. Husseiny
Abstract
In this paper, we study the concomitants of generalized order statistics from iterated Farlie-Gumbel-Morgenstern (FGM) bivariate distribution. Three information measures, the Shannon entropy, the Kullback-Leibler distance and the Fisher information number, are derived and studied for this model. For each of these information measures, a computational study is conducted, in which we compare the model of order statistics and model of sequential order statistics.
Topics & Concepts
Bivariate analysisMathematicsIterated functionOrder statisticEntropy (arrow of time)Order (exchange)Gumbel distributionStatisticsExtreme value theoryMathematical analysisEconomicsFinanceQuantum mechanicsPhysicsStatistical Distribution Estimation and ApplicationsProbabilistic and Robust Engineering DesignHydrology and Drought Analysis