On Cumulative Entropies in Terms of Moments of Order Statistics

Narayanaswamy Balakrishnan (), Francesco Buono () and Maria Longobardi ()
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Narayanaswamy Balakrishnan: McMaster University
Francesco Buono: Università degli Studi di Napoli Federico II
Maria Longobardi: Università degli Studi di Napoli Federico II

Methodology and Computing in Applied Probability, 2022, vol. 24, issue 1, 345-359

Abstract: Abstract In this paper, relations between some kinds of cumulative entropies and moments of order statistics are established. By using some characterizations and the symmetry of a non-negative and absolutely continuous random variable X, lower and upper bounds for entropies are obtained and illustrative examples are given. By the relations with the moments of order statistics, a method is shown to compute an estimate of cumulative entropies and an application to testing whether data are exponentially distributed is outlined.

Keywords: Cumulative entropies; Order statistics; Moments; 60E15; 62N05; 94A17 (search for similar items in EconPapers)
Date: 2022
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Citations: View citations in EconPapers (3)

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DOI: 10.1007/s11009-021-09850-0

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