Informational properties of transmuted distributions

Abstract

In this paper, we establish some informational properties of transmuted distributions. Specifically, we obtain Shannon entropy, Gini’s mean difference, and Fisher and
Bayes Fisher information measures of a transmuted distribution. Two extensions of
Shannon entropy and Gini’s mean difference information measures are also provided.
Finally, the distances between transmuted distribution and its components based on
the Kullback-Leibler, chi-square and energy distance divergences are all derived.