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Fisher Information and Shannon’s Entropy for Record Values and Their Concomitants under Iterated FGM Family

Authors: M. A. ABD ELGAWAD; H. M. BARAKAT; M. M. ABDELWAHAB; M. A. ZAKY; I. A. HUSSEINY;

Fisher Information and Shannon’s Entropy for Record Values and Their Concomitants under Iterated FGM Family

Abstract

Let {(Xi ,Yi), i ≥ 1} be independent and identically distributed random variables (RVs) from a continuous bivariate distribution. If {Rn,n ≥ 1} is the sequence of upper record values in the sequence {Xi}, then the RV Yi, which corresponds to Rn is called the concomitant of the nth record, denoted by R[n]. We study the Shannon entropy (SHANE) of R[n] and (Rn,R[n]) under iterated Farlie-Gumbel-Morgenstern (IFGM) family. In addition, we find the Kullback-Leibler distance (K-L) between R[n] and Rn. Moreover, we study the Fisher information matrix (FIM) for record values and their concomitants about the shape-parameter vector of the IFGM family. Also, we study the relative efficiency matrix of that vector-estimator of the shape-parameter vector whose covariance matrix is equal to Cramer-Rao lower bound, based on record ´ values and their concomitants. In addition, the Fisher information number (FIN) of R[n] is derived. Finally, we evaluate the FI about the mean of exponential distribution in the concomitants of record values.

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Powered by OpenAIRE graph
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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
1
Average
Average
Average
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