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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...
Persistent link: https://www.econbiz.de/10011039838
The Fisher information on θ of the r-size weighted pdf fr(x;θ) and its parent pdf f(x;θ) are compared leading to some characterization properties for f(x;θ). Additionally, some bounds for the Fisher information in terms of r are also presented.
Persistent link: https://www.econbiz.de/10011039871
Computer simulations are often used to replace physical experiments for exploring the complex relationships between input and output variables. We study the optimal design problem for the prediction of a stationary Ornstein–Uhlenbeck sheet on a monotonic set with respect to the integrated mean...
Persistent link: https://www.econbiz.de/10011040055
In this paper, a new class of skew distributions containing both unimodal as well as bimodal distributions with flexible hazard rate behavior is introduced. Several distributional properties of this class are investigated. A characterization, a generating method and parameter estimation are also...
Persistent link: https://www.econbiz.de/10010616865