Jensen-information generating function and its connections to some well-known information measures

Omid Kharazmi and Narayanaswamy Balakrishnan

Statistics & Probability Letters, 2021, vol. 170, issue C

Abstract: In this work, we consider the information generating function measure and develop some new results associated with it. We specifically propose two new divergence measures and show that some of the well-known information divergences such as Jensen–Shannon, Jensen-extropy and Jensen–Taneja divergence measures are all special cases of it. Finally, we also discuss the information generating function for residual lifetime variables.

Keywords: Information generating function; Shannon entropy; Jensen–Shannon entropy; Jensen-extropy; Kullback–Leibler divergence (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spl.2020.108995

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