Entropy inequalities for some multivariate distributions

Shyamal Das Peddada and Donald St. P. Richards

Journal of Multivariate Analysis, 1991, vol. 39, issue 1, 202-208

Abstract: In this paper, we derive some monotonicity properties of generalized entropy functionals of various multivariate distributions. These include the distributions of random eigenvalues arising in many hypothesis testing problems in multivariate analysis; the multivariate Liouville distributions; and the noncentral Wishart distributions.

Keywords: entropy; functionals; Liouville; distributions; multivariate; beta; distributions; Schur-concavity; Schur-convexity; Selberg's; integrals; noncentral; Wishart; distributions (search for similar items in EconPapers)
Date: 1991
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Citations: View citations in EconPapers (2)

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