Communications for Statistical Applications and Methods

The Korean Statistical Society (한국통계학회)
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A View on Extension of Utility-Based on Links with Information Measures

  • Hoseinzadeh, A.R. (Science and Research Branch, Islamic Azad University) ;
  • Borzadaran, G.R.Mohtashami (Department of Statistics, Ferdowsi University of Mashhad) ;
  • Yari, G.H. (Iran University of Science and Technology)
  • Published : 2009.09.30
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Abstract

In this paper, we review the utility-based generalization of the Shannon entropy and Kullback-Leibler information measure as the U-entropy and the U-relative entropy that was introduced by Friedman et al. (2007). Then, we derive some relations between the U-relative entropy and other information measures based on a parametric family of utility functions.

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References

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