A quantile-based Tsallis-α divergence

Suchandan Kayal and Manas Ranjan Tripathy

Physica A: Statistical Mechanics and its Applications, 2018, vol. 492, issue C, 496-505

Abstract: In the present paper, we propose a quantile version of Tsallis-α divergence and study its various properties. Examples are given in support of the importance of proposed quantile-based approach over traditional distribution-based approach. We consider quantile-based Tsallis-α divergence when random variables are truncated from both ends. Properties including bounds and inequalities are studied. Characterizations are obtained. The effects of transformations are discussed. Further, as a special case of the quantile-based doubly truncated Tsallis-α divergence, we provide a brief discussion on quantile-based residual and past Tsallis-α divergence.

Keywords: Tsallis-α divergence; Quantile function; Proportional hazard model; Proportional reversed hazard model; Characterization; Truncated random variables (search for similar items in EconPapers)
Date: 2018
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:492:y:2018:i:c:p:496-505

DOI: 10.1016/j.physa.2017.10.023

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