Rényi Entropy of k-Records

Abstract

In this paper, we discuss on Rényi entropy of k-records arising from any continuous distribution in detail. The relevance of constructing k-records from random sample in the context of information contained in a random variable has been described in the study. Some important properties of Rényi entropy of k-records have been derived as well. Two relevant applications of Rényi entropy of k-records are discussed in this work. Finally, a simple estimator is proposed for Rényi entropy of k-records and a numerical illustration has been carried out using a real life data set.

Keywords

• Characterization
• k-Records
• Monotone Property
• Rényi entropy ordering
• Rényi divergence
• Uniform distributivo