Informational properties of the family of cubic rank transmuted distributions
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Recently, cubic rank transmuted (CRT) distribution was introduced and studied by Granzotto et al. (2017). In this work, we consider CRT distribution and establish some of its information theoretic properties. First, divergence measures between CRT distribution and each of its components have been studied. In this regard, we consider Kullback-Leibler, harmonic mean and chi-square divergence measures. Further, we derive Shannon entropy, CRT Shannon entropy, Gini information, CRT Gini information and Fisher information matrix for CRT distribution.
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