Estimation of Entropy for Inverse Lomax Distribution under Multiple Censored Data

Entropy (Basel). 2020 May 28;22(6):601. doi: 10.3390/e22060601.

Abstract

The inverse Lomax distribution has been widely used in many applied fields such as reliability, geophysics, economics and engineering sciences. In this paper, an unexplored practical problem involving the inverse Lomax distribution is investigated: the estimation of its entropy when multiple censored data are observed. To reach this goal, the entropy is defined through the Rényi and q-entropies, and we estimate them by combining the maximum likelihood and plugin methods. Then, numerical results are provided to show the behavior of the estimates at various sample sizes, with the determination of the mean squared errors, two-sided approximate confidence intervals and the corresponding average lengths. Our numerical investigations show that, when the sample size increases, the values of the mean squared errors and average lengths decrease. Also, when the censoring level decreases, the considered of Rényi and q-entropies estimates approach the true value. The obtained results validate the usefulness and efficiency of the method. An application to two real life data sets is given.

Keywords: Rényi entropy; inverse Lomax distribution; multiple censored; q-entropy; simulation.