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Keywords
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Concomitants, Farlie-Gumbel-Morgenstern family, Kullback-
Leibler distance, mutual information, record values, Shannon entropy.
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Abstract
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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.
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