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

Authors

  • Alireza Pakgohar Department of Statistics, Payame Noor University, Tehran, Iran
  • Fatemeh Yousefzadeh Department of Statistics, School of Mathematical Sciences and Statistics, University of Birjand, Birjand, IRAN.

DOI:

https://doi.org/10.30495/jme.v19i0.3093

Keywords:

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

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.

Author Biographies

Alireza Pakgohar, Department of Statistics, Payame Noor University, Tehran, Iran

Assistant Professor of Statistics

Fatemeh Yousefzadeh, Department of Statistics, School of Mathematical Sciences and Statistics, University of Birjand, Birjand, IRAN.

Associate Professor of Statistics

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Published

2025-03-05

Issue

Vol. 19

Section

Vol. 19, No. 1, (2025)

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