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Optimal information, Jensen-RIG function and α-Onicescu’s correlation coefficient in terms of information generating functions

Author

Listed:
  • Kharazmi, Omid
  • Contreras-Reyes, Javier E.
  • Balakrishnan, Narayanaswamy

Abstract

The purpose of this work is two-fold. The first part is to introduce Jensen-relative information generating function and examine its connection to Jensen–Shannon entropy measure. Then, the α-mixture distribution is shown to be an optimal solution to three optimization problems based on relative information generating (RIG) function. We further study the information generating (IG) and RIG measures for this mixture model. In the second part, we express α-Onicescu’s correlation coefficient in terms of information generating function and study it for escort distributions. Finally, we provide some illustrative examples and describe a real application for proposed α-Onicescu’s correlation coefficient.

Suggested Citation

  • Kharazmi, Omid & Contreras-Reyes, Javier E. & Balakrishnan, Narayanaswamy, 2023. "Optimal information, Jensen-RIG function and α-Onicescu’s correlation coefficient in terms of information generating functions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 609(C).
    • Handle: RePEc:eee:phsmap:v:609:y:2023:i:c:s0378437122009207
    DOI: 10.1016/j.physa.2022.128362
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    References listed on IDEAS

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    1. Kharazmi, Omid & Balakrishnan, Narayanaswamy, 2021. "Jensen-information generating function and its connections to some well-known information measures," Statistics & Probability Letters, Elsevier, vol. 170(C).
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