A note on Kullback-Leibler discrimination information properties of record values
M. Shakil, J.N. Singh, and B.M.G. Kibria (2008). A note on Kullback-Leibler discrimination information properties of record values. Journal of Statistical Research, Vol. 42, No. 2, pp. 89-98.
Abstract
The Kullback-Leibler (K-L) discrimination information measure has been widely used for many years in various fields of studies, for example, economics, engineering, hydrology, order statistics, physics, psychology, etc. In this paper, some of the K-L information properties of record value distributions have been discussed. It has been shown that K-L discrimination of record value distribution is distribution-free irrespective of the parent distribution from which the record values are obtained.