A NOTE ON KULLBACK-LEIBLER DISCRIMINATION INFORMATION PROPERTIES OF RECORD VALUES

Abstract

The Kullback-Leibler (K-L) discrimination information measure has been widely
used for many years in various elds of studies, for example, economics, engineering,
hydrology, order statistics, physics, psychology, etc. In this paper, some
of the K-L information properties of record value distributions have been discussed.
It has been shown that K-L discrimination of record value distribution
is distribution-free irrespective of the parent distribution from which the record
values are obtained.