Some characterization and ordering results based on entropies of current records

Jafar Ahmadi and M. Fashandi

Statistics & Probability Letters, 2009, vol. 79, issue 19, 2053-2059

Abstract: The aim of this paper is to investigate the entropy properties of current records. Several characterizations are obtained based on the entropy of these statistics. It is proved that the equality of the entropy of the endpoints of record coverage is a characteristic property of symmetric distribution. It is shown that the parent distribution can be identified uniquely by the entropy properties of the endpoints of record coverage. Considering the records coming from distribution with decreasing (increasing) density, the monotonicity of entropy of current records is discussed. We also prove that the dispersive ordering of the parent distributions implies the entropy ordering of their respective current records.

Date: 2009
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