Entropy inequalities for some multivariate distributions

Shyamal Das Peddada; Donald St P. Richards

doi:10.1016/0047-259X(91)90013-R

Entropy inequalities for some multivariate distributions

Shyamal Das Peddada
, Donald St P. Richards

Statistics

Research output: Contribution to journal › Article › peer-review

4 Scopus citations

Abstract

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.

Original language	English (US)
Pages (from-to)	202-208
Number of pages	7
Journal	Journal of Multivariate Analysis
Volume	39
Issue number	1
DOIs	https://doi.org/10.1016/0047-259X(91)90013-R
State	Published - Oct 1991

All Science Journal Classification (ASJC) codes

Statistics and Probability
Numerical Analysis
Statistics, Probability and Uncertainty

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10.1016/0047-259X(91)90013-R

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@article{312a7477793f44d1a484908893a96407,

title = "Entropy inequalities for some multivariate distributions",

abstract = "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.",

author = "Peddada, \{Shyamal Das\} and Richards, \{Donald St P.\}",

note = "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{\textquoteright}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.",

year = "1991",

month = oct,

doi = "10.1016/0047-259X(91)90013-R",

language = "English (US)",

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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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UR - https://www.scopus.com/pages/publications/27444435472#tab=citedBy

U2 - 10.1016/0047-259X(91)90013-R

DO - 10.1016/0047-259X(91)90013-R

M3 - Article

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VL - 39

SP - 202

EP - 208

JO - Journal of Multivariate Analysis

JF - Journal of Multivariate Analysis

IS - 1

ER -

Entropy inequalities for some multivariate distributions

Abstract

All Science Journal Classification (ASJC) codes

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