On Mathai–Haubold Past Entropy Measure

Article Type

Research Article

Publication Title

Journal of the Indian Society for Probability and Statistics

Abstract

In this paper, Mathai–Haubold past entropy measure is proposed and its properties are studied. Also some generalized inequalities related to Mathai–Haubold entropy measure are discussed. A Kernel based non-parametric estimator for the proposed measure is provided when the underlying sample follows ρ-mixing dependence condition. The consistency property and asymptotic normality of the proposed estimator are established. A simulation study is conducted to assess the performance of the estimator. A data set is analyzed for illustrative purposes.

First Page

327

Last Page

342

DOI

10.1007/s41096-024-00183-y

Publication Date

6-1-2024

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