Characterization of symmetric distributions based on some information measures properties of order statistics

J. Ahmadi and M. Fashandi

Physica A: Statistical Mechanics and its Applications, 2019, vol. 517, issue C, 141-152

Abstract: In this paper, using the completeness properties of certain function sequences, several characterization results of symmetric continuous distributions are established based on various information measures properties of order statistics. It is shown that the equality of some common information measures of upper and lower order statistics is a characteristic property of symmetric distributions. These information measures include Shannon entropy, Rényi entropy, Tsallis entropy, cumulative residual (past) entropy, also some common inaccuracy measures. The results can be used to construct goodness-of-fit test for symmetry.

Keywords: Characterization; Cross entropy; Cumulative entropy; Kerridge inaccuracy; Müntz-Szász theorem; Rényi entropy; Symmetric distribution; Tsallis entropy (search for similar items in EconPapers)
Date: 2019
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:517:y:2019:i:c:p:141-152

DOI: 10.1016/j.physa.2018.11.009

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