Rényi entropy and complexity measure for skew-gaussian distributions and related families

Javier E. Contreras-Reyes

Physica A: Statistical Mechanics and its Applications, 2015, vol. 433, issue C, 84-91

Abstract: In this paper, we provide the Rényi entropy and complexity measure for a novel, flexible class of skew-gaussian distributions and their related families, as a characteristic form of the skew-gaussian Shannon entropy. We give closed expressions considering a more general class of closed skew-gaussian distributions and the weighted moments estimation method. In addition, closed expressions of Rényi entropy are presented for extended skew-gaussian and truncated skew-gaussian distributions. Finally, additional inequalities for skew-gaussian and extended skew-gaussian Rényi and Shannon entropies are reported.

Keywords: Skew-gaussian; Rényi entropy; Complexity; Weighted moments; Jensen’s inequality (search for similar items in EconPapers)
Date: 2015
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Citations: View citations in EconPapers (7)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:433:y:2015:i:c:p:84-91

DOI: 10.1016/j.physa.2015.03.083

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