# A note on entropies of l-max stable, p-max stable, generalized Pareto and generalized log-Pareto distributions

@inproceedings{Ravi2012ANO, title={A note on entropies of l-max stable, p-max stable, generalized Pareto and generalized log-Pareto distributions}, author={S. Ravi and Ali Saeb}, year={2012} }

Limit laws of partial maxima of independent, identically distributed random variables under linear normalization are called extreme value laws or l-max stable laws and those under power normal- ization are called p-max stable laws. We derive entropies of these and related laws and also of associated generalized Pareto, generalized log-Pareto and related distributions. Some illustrative graphs are also given.

## 10 Citations

### A note on power generalized extreme value distribution and its properties

- Mathematics
- 2017

Similar to the generalized extreme value (GEV) family, the generalized extreme value distributions under power normalization are introduced by Roudsari (1999) and Barakat et al. (2013). In this…

### Information-theoretic convergence of extreme values to the Gumbel distribution

- Mathematics, Computer ScienceArXiv
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It is shown that, assuming certain properties of the von Mises representation, convergence to the Gumbel can be proved in the strong sense of relative entropy, and a new type of score function is introduced which behaves well under the maximum operation.

### Tails and probabilities for $p$-outside values

- Mathematics
- 2019

The task for a general and useful classification of the tail behaviors of probability distributions still has no satisfactory solution. Due to lack of information outside the range of the data the…

### PR ] 2 1 Ju l 2 01 9 Tails and probabilities for p-outside values

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The task for a general and useful classification of the tails of probability distributions still has no satisfactory solution. Due to lack of information outside the range of the data the tails of…

### Probabilities for p-outside values - Particular cases

- MathematicsPROCEEDINGS OF THE 45TH INTERNATIONAL CONFERENCE ON APPLICATION OF MATHEMATICS IN ENGINEERING AND ECONOMICS (AMEE’19)
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The paper investigates probabilities for p-outside values. It shows that they are very appropriate new numerical characteristics for describing the tail of the cumulative distribution function of the…

### PR ] 1 1 Fe b 20 19 Tails and probabilities for p-outliers ∗

- Mathematics
- 2019

The task for a general and useful classification of the heaviness of the tails of probability distributions still has no satisfactory solution. Due to luck of information outside the range of the…

### IPO estimation of heaviness of the distribution beyond regularly varying tails

- MathematicsStochastic Analysis and Applications
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### Information Theory and its Applications

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### Diagnostic plots for identifying max domains of attraction under power normalization

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A test to ascertain the veracity of the claim that data distribution belongs to a max domain of attraction under power normalization is given and the performance of this test is demonstrated using data simulated from many well-known distributions.

### Tails and probabilities for $p$-outliers

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- 2019

The task for a general and useful classification of the heaviness of the tails of probability distributions still has no satisfactory solution. Due to lack of information outside the range of the…

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