RT journal article
T1 Stochastic comparisons, differential entropy and varentropy for distributions induced by probability density functions
A1 Di Crescenzo, Antonio
A1 Paolillo, Luca
A1 Suárez Llorens, Alfonso
A2 Estadística e Investigación Operativa
K1 60E05
K1 60E15
K1 62E99
K1 94A17
K1 Decreasing rearrangement
K1 Differential entropy
K1 Differential varentropy
K1 Information measures
K1 Stochastic orders
AB Stimulated by the need of describing useful notions related to information measures, we introduce the ‘pdf-related distributions’. These are defined in terms of transformation of absolutely continuous random variables through their own probability density functions. We investigate their main characteristics, with reference to the general form of the distribution, the quantiles, and some related notions of reliability theory. This allows us to obtain a characterization of the pdf-related distribution being uniform for distributions of exponential and Laplace type as well. We also face the problem of stochastic comparing the pdf-related distributions by resorting to suitable stochastic orders. Finally, the given results are used to analyse properties and to compare some useful information measures, such as the differential entropy and the varentropy.
PB Springer Science and Business Media Deutschland GmbH
SN 1435-926X
YR 2024
FD 2024
LK http://hdl.handle.net/10498/32325
UL http://hdl.handle.net/10498/32325
LA eng
DS Repositorio Institucional de la Universidad de Cádiz
RD 11-nov-2026