Information Properties for Concomitants of Order Statistics in Farlie–Gumbel–Morgenstern (FGM) Family, By Saeid Tahmasebi

Research

Title	Information Properties for Concomitants of Order Statistics in Farlie–Gumbel–Morgenstern (FGM) Family
Type	Article
Keywords	Concomitants; Entropy; Farlie–Gumbel–Morgenstern (FGM) family Kullback–Leibler distance; Mutual information; Order statistics ;
Journal	COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
DOI	http://dx.doi.org/10.1080/03610926.2010.546546
Researchers	Saeid Tahmasebi (First researcher) , Javad Behboodian (Second researcher)

Abstract

In this article, we derive an analytical expression of Shannon entropy for concomitants of order statistics in FGM family. Applying this expression for some well-known distributions of this family, we obtain the exact form of Shannon entropy, some of the information properties, and entropy bounds for concomitants of order statistics.