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Shannon information in record data

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Abstract

In this article we present results on the Shannon information (SI) contained in upper (lower) record values and associated record times in a sequence of i.i.d continuous variables. We then establish an interesting relationship between the SI content of a random sample of fixed size, and the SI in the data consisting of sequential maxima. We also consider the information contained in the record data from an inverse sampling plan (ISP).

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Authors and Affiliations

  1. Shahid Bahnar University of Kerman, Kerman, Iran

    Mohsen Madadi & Mahbanoo Tata

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  1. Mohsen Madadi
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  2. Mahbanoo Tata
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Correspondence to Mohsen Madadi.

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Madadi, M., Tata, M. Shannon information in record data. Metrika 74, 11–31 (2011). https://doi.org/10.1007/s00184-009-0287-7

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  • DOI: https://doi.org/10.1007/s00184-009-0287-7

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