Journal of Mahani Mathematical Research

Journal of Mahani Mathematical Research

SHANNON ENTROPY IN ORDER STATISTICS AND THEIR CONCOMITANS FROM BIVARIATE NORMAL DISTRIBUTION

Document Type : Research Paper

Authors
1 YOUNG RESEARCHERS SOCIETY, SHAHID BAHONAR UNIVERSITY OF KERMAN, KERMAN, I.R.IRAN.
2 MAHANI MATHEMATICAL RESEARCH CENTER, SHAHID BAHONAR UNIVERSITY OF KERMAN, KERMAN, I.R.IRAN.
3 DEPARTMENT OF STATISTICS, SHAHID BAHONAR UNIVERSITY OF KERMAN, KERMAN, I.R.IRAN.
Abstract
In this paper, we derive rst some results on the Shannon entropy
in order statistics and their concomitants arising from a sequence of f(Xi; Yi)
: i = 1; 2; :::g independent and identically distributed (iid) random variables
from the bivariate normal distribution and extend our results to a collection
C(X; Y ) = f(Xr1:n; Y[r1:n]); (Xr2:n; Y[r2:n]); :::; (Xrk:n; Y[rk:n])g of order sta-
tistics and their concomitants. We nally compute the value of the Shannon
entropy in order statistics and their concomitants from a bivariate normal
distribution.
Keywords

Volume 1, Issue 2 - Serial Number 2
March 2012
Pages 111-118

  • Receive Date 30 May 2012
  • Revise Date 11 December 2012
  • Accept Date 28 December 2012