Authors | Fatemeh Yousefzadeh,, |
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Journal | Communications in Statistics - Theory and Methods |
Page number | 4804-4819 |
Serial number | 48 |
Volume number | 19 |
IF | 0.311 |
Paper Type | Full Paper |
Published At | 2019 |
Journal Grade | ISI |
Journal Type | Typographic |
Journal Country | Iran, Islamic Republic Of |
Journal Index | JCR،Scopus |
Abstract
Divergence measures are statistical tools designed to distinguish between the information provided by distribution functions of f(x) and g(x). The magnitude of divergence has been defined using a variety of methods such as Shannon entropy and other mathematical functions through a history of more than a century. In the present study, we have briefly explained the Lin–Wong divergence measure and compared it to other statistical information such as the Kullback-Leibler, Bhattacharyya and v2 divergence as well as Shannon entropy and Fisher information on Type I censored data. Besides, we obtain some inequalities for the Lin–Wong distance and the mentioned divergences on the Type I censored scheme. Finally, we identified a number of ordering properties for the Lin–Wong distance measure based on stochastic ordering, likelihood ratio ordering and hazard rate ordering techniques.
tags: Bhattacharyya; Chi square; Distance measure; Fisher Information; Inequality; Kullback-Leibler; Lin–Wong; Stochastic Ordering