Some Reliability Properties of Extropy and its Related Measures Using Quantile Function

Aswathy S. Krishnan (), S. M. Sunoj and P. G. Sankaran
Additional contact information
Aswathy S. Krishnan: Cochin University of Science and Technology
S. M. Sunoj: Cochin University of Science and Technology
P. G. Sankaran: Cochin University of Science and Technology

Statistica, 2020, vol. 80, issue 4, 413-437

Abstract: Extropy is a recent addition to the family of information measures as a complementary dual of Shannon entropy, to measure the uncertainty contained in a probability distribution of a random variable. A probability distribution can be specified either in terms of the distribution function or by the quantile function. In many applied works, there do not have any tractable distribution function but the quantile function exists, where a study on the quantile-based extropy are of importance. The present paper thus focuses on deriving some properties of extropy and its related measures using quantile function. Some ordering relations of quantile-based residual extropy are presented. We also introduce the quantile-based extropy of order statistics and cumulative extropy and studied its properties. Some applications of empirical estimation of quantile-based extropy using simulation and real data analysis are investigated.

Keywords: Extropy; Quantile function; Hazard quantile function; Order statistics; Mean residual quantile function (search for similar items in EconPapers)
Date: 2020
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bot:rivsta:v:80:y:2020:i:4:p:413-437

Access Statistics for this article

Statistica is currently edited by Department of Statistics, University of Bologna

More articles in Statistica from Department of Statistics, University of Bologna Contact information at EDIRC.
Bibliographic data for series maintained by Giovanna Galatà ().