Information Properties of Generalized Order Statistics and Renyie Information

Abstract

Our  aim  at  this  paper  is  to  investigate  properties  of  Shannon   and  REnyie entropy, Kullback-Leibler (K-L) information and mutual information of generalized order statistics (GOS). We show that discrimination information and Renyie information between distribution of GOS and parent distribution, the discrimination information among the GOS and the mutual information between GOS are all distribution free. We also discuss Renyie information properties of  GOS . Some bounds for K-L information is constructed.