Information Generating Function of Record Values
Zohreh Zamani, Omid Kharazmi, N. Balakrishnan
Abstract
In the present work, we study the information generating (IG) function of record values and examine some main properties of it. We establish some comparison results associated with the IG measure of record values. We show that under equality of two given IG measures of upper record values, the corresponding parent distributions can be determined uniquely. We also present some bounds for the IG measure of upper record values based on upper records of a standard exponential distribution. Further, we provide some results associated with characterization of exponential distribution by maximization (minimization) of IG function of record values under some conditions. We also examine the relative information generating (RIG) measure between the distribution of records values and the corresponding underlying distribution and present some results in this regard. To illustrate the results, several examples have been presented through the paper.