Truncated Student's t distribution {shannon} | R Documentation |
Relative loss for various entropy measures using the truncated Student's t distribution
Description
Compute the relative information loss of the Shannon, Rényi, Havrda and Charvat, and Arimoto entropies of the truncated Student's t distribution.
Usage
rlse_st(p, v)
rlre_st(p, v, delta)
rlhce_st(p, v, delta)
rlae_st(p, v, delta)
Arguments
v |
The strictly positive parameter of the Student distribution ( |
p |
The truncation time |
delta |
The strictly positive parameter ( |
Value
The functions rlse_st, rlre_st, rlhce_st, and rlae_st provide the relative information loss based on the Shannon entropy, Rényi entropy, Havrda and Charvat entropy, and Arimoto entropy, respectively, depending on the selected parametric values of the truncated Student's t distribution, p
and \delta
.
Author(s)
Muhammad Imran, Christophe Chesneau and Farrukh Jamal
R implementation and documentation: Muhammad Imran <imranshakoor84@yahoo.com>, Christophe Chesneau <christophe.chesneau@unicaen.fr> and Farrukh Jamal farrukh.jamal@iub.edu.pk.
References
Yang, Z., Fang, K. T., & Kotz, S. (2007). On the Student's t-distribution and the t-statistic. Journal of Multivariate Analysis, 98(6), 1293-1304.
Awad, A. M., & Alawneh, A. J. (1987). Application of entropy to a life-time model. IMA Journal of Mathematical Control and Information, 4(2), 143-148.
See Also
Examples
p <- c(1, 1.7, 3)
rlse_st(p, 4)
rlre_st(p, 4, 0.5)
rlhce_st(p, 4, 0.5)
rlae_st(p, 4, 0.5)