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On cumulative residual Kullback-Leibler information

Title
On cumulative residual Kullback-Leibler information
Authors
Park S.Rao M.Shin D.W.
Ewha Authors
신동완
SCOPUS Author ID
신동완scopus
Issue Date
2012
Journal Title
Statistics and Probability Letters
ISSN
0167-7152JCR Link
Citation
vol. 82, no. 11, pp. 2025 - 2032
Indexed
SCIE; SCOPUS WOS scopus
Abstract
Some extensions of entropy and KL information to the survival function have been recently proposed. We first compare some extensions of KL information and provide a criterion in choosing one among those extensions. Then we study moment constraints for maximum cumulative residual entropy distribution(Rao etal., 2004) in view of the relation between the cumulative residual entropy difference and cumulative residual Kullback-Leibler (KL) information. We further discuss the estimation methods and suggest a weighted cumulative residual entropy. Finally, we discuss the application of the estimated cumulative residual KL information as a goodness of fit test statistic with numerical examples. © 2012 Elsevier B.V.
DOI
10.1016/j.spl.2012.06.015
Appears in Collections:
자연과학대학 > 통계학전공 > Journal papers
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