Rényi entropy and complexity measure for skew-Gaussian distributions and related families
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Abstract: In this paper, we provide the R'enyi entropy and complexity measure for a novel, flexible class of skew-gaussian distributions and their related families, as a characteristic form of the skew-gaussian Shannon entropy. We give closed expressions considering a more general class of closed skew-gaussian distributions and the weighted moments estimation method. In addition, closed expressions of R'enyi entropy are presented for extended skew-gaussian and truncated skew-gaussian distributions. Finally, additional inequalities for skew-gaussian and extended skew-gaussian R'enyi and Shannon entropies are reported.
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