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Renyi entropy of progressively censored data. (English) Zbl 1341.62264
Choudhary, Pankaj K. (ed.) et al., Ordered data analysis, modeling and health research methods. In honor of H. N. Nagaraja’s 60th birthday. Selected papers based on the presentations at the international conference, Austin, TX, USA, March 7–9, 2014. Cham: Springer (ISBN 978-3-319-25431-9/hbk; 978-3-319-25433-3/ebook). Springer Proceedings in Mathematics & Statistics 149, 87-102 (2015).
Summary: In this paper, we discuss the calculation of Renyi entropy in a set of consecutive order statistics (OS) and a set of progressively Type-II censored OS. We propose a useful, but indirect, computational approach for computing the Renyi entropy of consecutive order statistics that simplifies the calculations. Some recurrence relations for the Renyi entropy of a set of consecutive order statistics are also derived to facilitate the Renyi entropy computation using the proposed decomposition. Moreover, an extension of the calculation of Renyi entropy for a set of progressively Type-II censored OS is established. Efficient methods are derived which simplify the computation of the Renyi entropy in both settings.
For the entire collection see [Zbl 1337.92005].
MSC:
62N01 Censored data models
62G30 Order statistics; empirical distribution functions
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