Abstract
In 1961, Renyi introduced the concept of parametric family of entropies as a generalization of the Shannon entropy. A significant application of this measure can be found in ecology, statistics and various other areas. Later, a divergence measure based on the Renyi entropy was introduced. In this study, we propose a weighted (shift-dependent) version of the Renyi divergence for two doubly truncated nonnegative random variables. Several bounds are obtained. The effect of monotone transformations on the proposed measure is discussed. Finally, a numerical study is performed to provide estimate of the proposed measure.
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Moharana, R., Kayal, S. (2020). A Study on Weighted Doubly Truncated Renyi Divergence. In: Castillo, O., Jana, D., Giri, D., Ahmed, A. (eds) Recent Advances in Intelligent Information Systems and Applied Mathematics. ICITAM 2019. Studies in Computational Intelligence, vol 863. Springer, Cham. https://doi.org/10.1007/978-3-030-34152-7_59
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DOI: https://doi.org/10.1007/978-3-030-34152-7_59
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