Abstract
This paper consists of three sections. The first section gives an overview of the basic information functions, their interpretations, and dynamic information measures that have been recently developed for lifetime distributions. The second section summarizes the information features of univariate Pareto distributions, tabulates transformations of a Pareto random variable under which information measures of numerous distributions can be obtained, and gives a few characterizations of the generalized Pareto distribution. The final section summarizes information measures for order statistics and tabulates the expressions for Shannon entropies of order statistics for numerous distributions.
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Asadi, M., Ebrahimi, N., Hamedani, G.G., Soofi, E.S. (2006). Information Measures for Pareto Distributions and Order Statistics. In: Balakrishnan, N., Sarabia, J.M., Castillo, E. (eds) Advances in Distribution Theory, Order Statistics, and Inference. Statistics for Industry and Technology. Birkhäuser Boston. https://doi.org/10.1007/0-8176-4487-3_13
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DOI: https://doi.org/10.1007/0-8176-4487-3_13
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