Asymptotic unbiasedness and L2-consistency are established, under mild conditions, for the estimates of Kullback–Leibler divergence between two probability measures in Rd, absolutely continuous with respect to (w.r.t.) Lebesgue measure. These based on certain k-nearest neighbor statistics pair independent identically distributed (i.i.d.) due vector samples. The novelty results is also treating ...

 In this paper, we discuss different estimators of the records Weibull distribution parameters and also we apply the Kullback-Leibler divergence of survival function method to estimate record Weibull parameters. Finally, these estimators have been compared using Monte Carlo simulation and suggested good estimators.