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Characterization of continuous symmetric distributions using information measures of records

Jafar Ahmadi ()
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Jafar Ahmadi: Ferdowsi University of Mashhad

Statistical Papers, 2021, vol. 62, issue 6, No 5, 2603-2626

Abstract: Abstract In this paper, several characterizations of continuous symmetric distributions are provided. The results are based on the properties of some information measures of k-records. These include cumulative residual (past) entropy, Shannon entropy, Rényi entropy, Tsallis entropy, also some common Kerridge inaccuracy measures. It is proved that the equality of information in upper and lower k-records is a characteristic property of continuous symmetric distributions. Completeness properties of certain function sequences are also used to obtain some characterization results.

Keywords: Completeness properties; Cross entropy; Cumulative entropy; Kerridge inaccurac; k-Records; Rényi entropy; Symmetric distribution; Tsallis entropy; 62E10; 60E05; 62G30 (search for similar items in EconPapers)
Date: 2021
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DOI: 10.1007/s00362-020-01206-z

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