DocumentCode
1505584
Title
Families of distributions characterized by entropy
Author
Ebrahimi, Nader
Author_Institution
Div. of Stat., Northern Illinois Univ., DeKalb, IL, USA
Volume
47
Issue
5
fYear
2001
fDate
7/1/2001 12:00:00 AM
Firstpage
2042
Lastpage
2044
Abstract
In this correspondence, we examine the relation between two random variables with common entropy function. The entropy has been used to measure dispersion, uncertainty, risk, and volatility. There is no general relationship between two random variables having equal entropies. We present results that identify certain conditions based on the entropy under which two random variables are stochastically equal. We also obtain similar results for the relative entropy
Keywords
entropy; information theory; probability; random processes; stochastic processes; continuous case; discrete case; entropy function; information theory; probability distributions; random variables; stochastic equality; Density measurement; Dispersion; Distribution functions; Entropy; Exponential distribution; Measurement uncertainty; Probability distribution; Random variables; Statistical distributions; Stochastic processes;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/18.930937
Filename
930937
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