DocumentCode
1087144
Title
The entropy of consecutive order statistics
Author
Park, Sangun
Author_Institution
Dept. of Appl. Stat., Yonsei Univ., Seoul, South Korea
Volume
41
Issue
6
fYear
1995
fDate
11/1/1995 12:00:00 AM
Firstpage
2003
Lastpage
2007
Abstract
Calculation of the entropy of a set of consecutive order statistics is relatively more complicated than that of the entropy of the individual order statistic, which has been studied by Wong and Chan (1990). We provide some fundamental relations occurring in the entropy of consecutive-order statistics, which are very useful for computations. We first consider the decomposition of the entropy of order statistics, and derive some recurrence relations in the first r order statistics. We also establish a dual principle for the entropy of order statistics, which yields a dual relation from a given relation in the entropy of order statistics
Keywords
entropy; statistical analysis; consecutive order statistics; dual relation; entropy; recurrence relations; Algebra; Detectors; Entropy; Filters; Gaussian noise; Jacobian matrices; Random variables; Signal detection; Statistical distributions; Statistics;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/18.476325
Filename
476325
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