A Quantile Approach to the Kullback-Leibler Divergence on Type-I Censored Variable and Record Values

Alireza Pakgohar, Fatemeh Yousefzadeh

Abstract


This study introduces a novel quantile-based approach to measuring Kullback-Leibler divergence, a key statistical distance metric. The method allows characterization of KL divergence for general data, Type-I censored variable, and record value data. Furthermore, it establishes connections between the quantile-based KL divergence and various stochastic orderings, providing insights into how probability distributions differ.

Keywords


Entropy Information, Record Values, Type I Censored data, Stochastic Ordering.

Refbacks

  • There are currently no refbacks.


Creative Commons License
This work is licensed under a Creative Commons Attribution 3.0 License.