Information Measure in Terms of the Hazard Function and Its Estimate

Entropy

Sangun Park¹ 

[1] Department of Statistics and Data Science, and Department of Applied Statistics, Yonsei University, Shinchon Dong 134, Seoul 03722, Korea;

关键词: censoring variable;    entropy;    fisher information;    Kullback-Leibler information;    order statistics;   

DOI  :  10.3390/e23030298

来源: DOAJ

【 摘 要 】

It is well-known that some information measures, including Fisher information and entropy, can be represented in terms of the hazard function. In this paper, we provide the representations of more information measures, including quantal Fisher information and quantal Kullback-leibler information, in terms of the hazard function and reverse hazard function. We provide some estimators of the quantal KL information, which include the Anderson-Darling test statistic, and compare their performances.

【 授权许可】

Unknown