Statistica (Sep 2016)
Sharma-Mittal Entropy Properties on Record Values
Abstract
In this paper we derive Sharma-Mittal entropy of record values and analyse some of its important properties. We establish some bounds for the Sharma-Mittal entropy of record values. We generate a characterization result based on the properties of Sharma-Mittal entropy of record values for exponential distribution. We further establish some distribution free properties of Sharma-Mittal divergence information between distribution of a record value and the parent distribution. We extend the concept of Sharma-Mittal entropy to the concomitants of record values arising from a Farlie-Gumbel-Morgenstern (FGM) bivariate distribution. Also we consider residual Sharma-Mittal Entropy and used it to describe some properties of record values.
Keywords