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Volume 35 • Number 4 • 2012
 
• Shannon Information for Concomitants of Generalized Order Statistics in Farlie-Gumbel-Morgenstern (FGM) Family
S. Tahmasebi and J. Behboodian

Abstract.
In the present paper Shannon's entropy for concomitants of generalized order statistics in FGM family is obtained. Application of this result is given for order statistics, record values, $k$-record values, and progressive type II censored order statistics. Also, we show that the Kullback-Leibler distance among the concomitants of generalized order statistics is distribution- free.

2010 Mathematics Subject Classification: Primary 62B10; Secondary 62G30.


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