New Information Measures for the Generalized Normal Distribution

Abstract

We introduce a three-parameter generalized normal distribution, which belongs to the Kotz type distribution family, to study the generalized entropy type measures of information. For this generalized normal, the Kullback-Leibler information is evaluated, which extends the well known result for the normal distribution, and plays an important role for the introduced generalized information measure. These generalized entropy type measures of information are also evaluated and presented.

Keywords

• entropy power
• information measures
• Kotz type distribution
• Kullback-Leibler information