Rényi entropy and complexity measure for skew-Gaussian distributions and related families
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Publication:1618525
DOI10.1016/J.PHYSA.2015.03.083zbMATH Open1400.60017arXiv1406.0111OpenAlexW2006061281MaRDI QIDQ1618525FDOQ1618525
Authors: Javier E. Contreras-Reyes 
Publication date: 13 November 2018
Published in: Physica A (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/1406.0111
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Cited In (14)
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- The tail mean-variance optimal capital allocation under the extended skew-elliptical distribution
- Shannon entropy and mutual information for multivariate skew-elliptical distributions
- Extropy based on records for random variables representing residual life
- Reciprocity relations and generalized, classic entropic quantifiers that lack trace-form
- Lerch distribution based on maximum nonsymmetric entropy principle: application to Conway's game of life cellular automaton
- Rényi Entropy of k-Records
- Entropy-based pivotal statistics for multi-sample problems in planar shape
- Rényi entropy on \(k\)-records and its applications in characterizing distributions
- Information quantity evaluation of multivariate SETAR processes of order one and applications
- An entropy based measure for comparing distributions of complexity
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