Journal of Data Science | |
Notes on Entropy for Concomitants of Record Values in Farlie-Gumbel-Morgenstern (FGM) Family | |
article | |
Saeid Tahmasebi1  | |
[1] Persian Gulf University | |
关键词: Concomitants; Farlie-Gumbel-Morgenstern family; mutual information; | |
DOI : 10.6339/JDS.2013.11(1).1104 | |
学科分类:土木及结构工程学 | |
来源: JDS | |
【 摘 要 】
Let {(Xi , Yi), i ≥ 1} be a sequence of bivariate random variables from a continuous distribution. If {Rn, n ≥ 1} is the sequence of record values 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 show that the Kullback-Leibler distance among the concomitants of record values is distribution-free. Finally, we provide some numerical results of mutual information and Pearson correlation coefficient for measuring the amount of dependency between Rn and R[n] in the copula model of FGM family.
【 授权许可】
CC BY
【 预 览 】
Files | Size | Format | View |
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RO202307150000112ZK.pdf | 239KB | download |