Formulas for Rényi information and related measures for univariate distributions

  • Authors:
  • S. Nadarajah;K. Zografos

  • Affiliations:
  • Department of Mathematics, University of South Florida, 4202 Fowler Avenue, PHY 114, Tampa, FL;Department of Mathematics, University of Ioannina, 45110 Ioannina, Greece

  • Venue:
  • Information Sciences: an International Journal
  • Year:
  • 2003

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Abstract

In a recent paper Song [J. Stat. Plan. Infer. 93 (2001) 51] considered Rényi information of order λ and established its connection to the loglikelihood. From this relation an intrinsic distribution measure was proposed and analytic expressions of this measure and Rényi information were derived for some standard continuous distributions. In this paper, we derive analytical formulas for Rényi and Shannon entropies, as well as, for Song's measure for 26 flexible families of univariate continuous distributions. We believe that the results presented here will serve as an important reference for scientists and engineers in many areas.