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Information Generating Function of Record Values
Journal article

Information Generating Function of Record Values

Abstract

In the present work, we study the information generating (IG) function of record values and examine some main properties of it. We establish some comparison results associated with the IG measure of record values. We show that under equality of two given IG measures of upper record values, the corresponding parent distributions can be determined uniquely. We also present some bounds for the IG measure of upper record values based on upper records of a standard exponential distribution. Further, we provide some results associated with characterization of exponential distribution by maximization (minimization) of IG function of record values under some conditions. We also examine the relative information generating (RIG) measure between the distribution of records values and the corresponding underlying distribution and present some results in this regard. To illustrate the results, several examples have been presented through the paper.

Authors

Zamani Z; Kharazmi O; Balakrishnan N

Journal

Mathematical Methods of Statistics, Vol. 31, No. 3, pp. 120–133

Publisher

Allerton Press

Publication Date

September 1, 2022

DOI

10.3103/s1066530722030036

ISSN

1066-5307

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