Notes on Entropy for Concomitants of Record Values in Farlie-Gumbel-Morgenstern (FGM) Family, By Saeid Tahmasebi

Research

Title	Notes on Entropy for Concomitants of Record Values in Farlie-Gumbel-Morgenstern (FGM) Family
Type	Article
Keywords	Concomitants, Farlie-Gumbel-Morgenstern family, Kullback- Leibler distance, mutual information, record values, Shannon entropy.
Journal	Journal of data science
DOI	https://doi.org/10.6339/JDS.2013.11(1).1104
Researchers	Saeid Tahmasebi (First researcher)

Abstract

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.