On Some Properties of Mathai–Haubold Entropy of Record Values
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In this article we consider Mathai–Haubold entropy and study some of its important properties based on record values. We derive some bounds and characterization results associated with the Mathai–Haubold entropy of record values. We further consider the Mathai–Haubold divergence measure and establish some its distribution free properties. We extend the concept of Mathai–Haubold entropy to the concomitants of record values arising from a Farlie–Gumbel–Morgenstern (FGM) family of bivariate distributions. Also we derive the expression and describe some properties of residual Mathai–Haubold entropy.
KeywordsRecord values Mathai–Haubold entropy Maximum entropy principle Characterization Concomitants of record values Residual Mathai–Haubold entropy
The authors express their gratefulness for the constructive comments of the learned referee which helped to improve considerably the revised version of the paper. The second author expresses his gratefulness to Kerala State Council for Science, Technology and Environment (DO No. 001/KESS/2015/KSCSTE dtd 17-12-2015) for supporting him financially in the form of Emeritus Scientist Award.
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