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Characterization properties of the log-normal distribution obtained with the help of divergence measures

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  • Tzavelas, George
  • Economou, Polychronis

Abstract

The aim of this work is to provide some characterization properties of the log-normal distribution with the help of divergence measures between a probability density function f and its r-size weighted counterpart fr. The characterization can be expressed in terms the Kullback–Leibler, the Rényi or the Cressie and Read divergence measures.

Suggested Citation

  • Tzavelas, George & Economou, Polychronis, 2012. "Characterization properties of the log-normal distribution obtained with the help of divergence measures," Statistics & Probability Letters, Elsevier, vol. 82(10), pages 1837-1840.
    • Handle: RePEc:eee:stapro:v:82:y:2012:i:10:p:1837-1840
    DOI: 10.1016/j.spl.2012.06.003
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    References listed on IDEAS

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    1. P. Economou & C. Caroni, 2009. "Fitting parametric frailty and mixture models under biased sampling," Journal of Applied Statistics, Taylor & Francis Journals, vol. 36(1), pages 53-66.
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