Information Measures of Ranked Set Samples In Farlie-Gumbel-Morgenstern Family

[摘要] Ranked set sampling and some of its variants have been applied successfully in different areas of applications such as industrial statistics, economics, environmental and ecological studies, biostatistics, and statistical genetics. Ranked set sampling is a sampling method that more efficient than simple random sampling. Also, it is well known that Fisher information of a ranked set sample (RSS) is larger than Fisher information of a simple random sample (SRS) of the same size about the unknown parameter of the underlying distribution in parametric inference. In this paper, we consider the Farlie-Gumbel-Morgenstern (FGM) family and study the information measures such as Shannon’s entropy, Rényi entropy, mutual information, and Kullback-Leibler (KL) information of RSS data. Also, we investigate their properties and compare them with a SRS data.

[学科分类] 土木及结构工程学

[关键词] Concomitants of order statistics;Farlie-Gumbel-Morgenstern (FGM) family;Rényi entropy