Characterization properties of the log-normal distribution obtained with the help of divergence measures

George Tzavelas and Polychronis Economou

Statistics & Probability Letters, 2012, vol. 82, issue 10, 1837-1840

Abstract: The aim of this work is to provide some characterization properties of the log-normal distribution with the help of divergence measures between a probability density function f and its r-size weighted counterpart fr. The characterization can be expressed in terms the Kullback–Leibler, the Rényi or the Cressie and Read divergence measures.

Keywords: Weighted distribution; Log-normal; Kullback–Leibler divergence measure; Theil index; Rényi information measure (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1016/j.spl.2012.06.003

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