TY - JOUR
T1 - Entropy inequalities for some multivariate distributions
AU - Peddada, Shyamal Das
AU - Richards, Donald St P.
N1 - Funding Information:
Received December 14, 1990; revised March 6, 1991. AMS 1985 subject classifications: primary 60E99, 62El5, 62HlO. Key words and phrases: entropy functionals, Liouville distributions, multivariate beta distributions, Schur-concavity, Schur-convexity, Selberg’s integrals, noncentral Wishart distributions. * Research performed while on leave at the Department of Mathematics, Cornell University. + Partially supported by NSF Grant DMS-8802929 and by the Center for Advanced Studies, University of Virginia.
PY - 1991/10
Y1 - 1991/10
N2 - In this paper, we derive some monotonicity properties of generalized entropy functionals of various multivariate distributions. These include the distributions of random eigenvalues arising in many hypothesis testing problems in multivariate analysis; the multivariate Liouville distributions; and the noncentral Wishart distributions.
AB - In this paper, we derive some monotonicity properties of generalized entropy functionals of various multivariate distributions. These include the distributions of random eigenvalues arising in many hypothesis testing problems in multivariate analysis; the multivariate Liouville distributions; and the noncentral Wishart distributions.
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U2 - 10.1016/0047-259X(91)90013-R
DO - 10.1016/0047-259X(91)90013-R
M3 - Article
AN - SCOPUS:27444435472
SN - 0047-259X
VL - 39
SP - 202
EP - 208
JO - Journal of Multivariate Analysis
JF - Journal of Multivariate Analysis
IS - 1
ER -