Estimation of different types of entropies for the Kumaraswamy distribution

PLoS One. 2021 Mar 30;16(3):e0249027. doi: 10.1371/journal.pone.0249027. eCollection 2021.

Abstract

The estimation of the entropy of a random system or process is of interest in many scientific applications. The aim of this article is the analysis of the entropy of the famous Kumaraswamy distribution, an aspect which has not been the subject of particular attention previously as surprising as it may seem. With this in mind, six different entropy measures are considered and expressed analytically via the beta function. A numerical study is performed to discuss the behavior of these measures. Subsequently, we investigate their estimation through a semi-parametric approach combining the obtained expressions and the maximum likelihood estimation approach. Maximum likelihood estimates for the considered entropy measures are thus derived. The convergence properties of these estimates are proved through a simulated data, showing their numerical efficiency. Concrete applications to two real data sets are provided.

Publication types

  • Research Support, Non-U.S. Gov't

MeSH terms

  • Computer Simulation
  • Entropy*
  • Floods
  • Geologic Sediments / chemistry
  • Likelihood Functions
  • Numerical Analysis, Computer-Assisted
  • Statistics as Topic*

Grants and funding

This project is supported by Researchers Supporting Project number (RSP-2020/156) King Saud University, Riyadh, Saudi Arabia. The funders had no role in study design, data collection and analysis, decision to publish, or preparation of the manuscript.