Information Measures for Some Well-Known Families

Abstract

In this article, results for some well-known families such as Pareto IV, generalized logistic, generalized gamma, double generalized gamma, generalized normal, inverse gamma, and Weibull, and their related families via the links between entropy, variance, Fisher information, and analog of the Fisher information, are derived.

Keywords:

• Analogue of the Fisher information
• Characterization
• Fisher information
• Maximum entropy
• Shannon's entropy

Mathematics Subject Classification:

• 62B10
• 94A17

Notes

¹See for example, Kullback (1959), Mathai and Rathie (1975), and Kapur (1994).