A Quantile Approach to the Kullback-Leibler Divergence on Type-I Censored Variable and Record Values

چکیده مقاله

This study introduces a novel quantile-based approach to measuring Kullback-Leibler divergence, a key statistical distance met- ric. The method allows characterization of KL divergence for general data, Type-I censored variable, and record value data. Furthermore, it establishes connections between the quantile-based KL divergence and various stochastic orderings, providing insights into how probability dis- tributions differ.