SHANNON ENTROPY IN ORDER STATISTICS AND THEIR CONCOMITANS FROM BIVARIATE NORMAL DISTRIBUTION

In this paper, we derive first some results on the Shannon entropy in order statistics and their concomitants arising from a sequence of {(Xi, Yi) : i = 1, 2, ...} independent and identically distributed (iid) random variables from the bivariate normal distribution and extend our results to a collection C(X, Y ) = {(Xr1 :n, Y[r1 :n]), (Xr2 :n, Y[r2 :n]), ..., (Xrk :n, Y[rk :n])} of order sta- tistics and their concomitants. We finally compute the value of the Shannon entropy in order statistics and their concomitants from a bivariate normal distribution.