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Information Measures of Ranked Set Samples In Farlie-Gumbel-Morgenstern Family
Volume 12, Issue 4 (2014), pp. 755–774
Saeid Tahmasebi   Ali Akbar Jafari  

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https://doi.org/10.6339/JDS.201410_12(4).0010
Pub. online: 4 August 2022      Type: Research Article      Open accessOpen Access

Published
4 August 2022

Abstract

Abstract: Ranked set sampling and some of its variants have been applied successfully in different areas of applications such as industrial statistics, economics, environmental and ecological studies, biostatistics, and statistical genetics. Ranked set sampling is a sampling method that more efficient than simple random sampling. Also, it is well known that Fisher information of a ranked set sample (RSS) is larger than Fisher information of a simple random sample (SRS) of the same size about the unknown parameter of the underlying distribution in parametric inference. In this paper, we consider the Farlie-Gumbel-Morgenstern (FGM) family and study the information measures such as Shannon’s entropy, Rényi entropy, mutual information, and Kullback-Leibler (KL) information of RSS data. Also, we investigate their properties and compare them with a SRS data.

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Keywords
Concomitants of order statistics Farlie-Gumbel-Morgenstern (FGM) family Rényi entropy

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