Entropy for Pareto-types and its Order Statistics Distributions

The aim of this paper is deriving the exact analytical expressions of entropy for the Pareto-types and related distributions. Entropy for $i^th$ order statistics of these distributions corresponding to the random sample size $n$ is introduced. We have shown that all the expressions related to finding corresponding entropy for these families and their order statistics distributions are obtained through some particular techniques via integration. Indeed, these techniques for that improper integrals has its own importance also.

Keywords

Entropy, Pareto distributions, Gamma functions, Beta functions, Polygamma functions, Order Statistics, Burr distributions

2010 Mathematics Subject Classification

Primary 62B10. Secondary 94A17.

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Published 1 January 2010