Copula-based extropy measures, properties, and dependence in bivariate distributions

Shital Saha and Suchandan Kayal

Communications in Statistics - Theory and Methods, 2026, vol. 55, issue 1, 189-216

Abstract: In this work, we propose extropy measures based on the density copula, distributional copula, and survival copula, and then explore their properties. We study the effect of monotone transformations for the proposed measures. We propose a bound of copula extropy measure of the weighted arithmetic mean of density copulas. Bounds of the cumulative copula extropy and survival copula extropy measures of the weighted arithmetic and geometric means of copulas and survival copulas have been provided. A study of the convergence of the cumulative and survival copula extropies has been reported. We establish connections between cumulative copula extropy and three dependence measures: Spearman’s rho, Kendall’s tau, and Blest’s measure of rank correlation. The semiparametric estimation of the cumulative copula extropy has been introduced. Furthermore, a Monte Carlo simulation study has been carried out for illustration purposes. Finally, we propose estimators for the cumulative copula extropy and survival copula extropy with an illustration using a real-life bivariate data set.

Date: 2026
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Persistent link: https://EconPapers.repec.org/RePEc:taf:lstaxx:v:55:y:2026:i:1:p:189-216

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DOI: 10.1080/03610926.2025.2491720

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