Modified Cumulative Extropies of Doubly Truncated Random Variables

M. Hashempour, M. Mohammadi (), S. M. A. Jahanshahi and A. H. Khammar
Additional contact information
M. Hashempour: University of Hormozgan
M. Mohammadi: University of Zabol
S. M. A. Jahanshahi: University of Sistan and Baluchestan
A. H. Khammar: University of Sistan and Baluchestan

Sankhya B: The Indian Journal of Statistics, 2024, vol. 86, issue 2, No 8, 558-585

Abstract: Abstract In this paper, we introduce the modified doubly truncated cumulative residual and past extropies, which are generalizations of corresponding cumulative extropies and their dynamic version. We study them in the context of reliability theory. Also, several properties including the proposed measures’ monotonicity, bounds, and uniqueness are investigated. Moreover, non-parametric estimators of the proposed measures are provided. Finally, an application on a real dataset is performed to verify the performance of the estimators.

Keywords: Cumulative residual (past) extropy; modified doubly truncated residual (past) extropy; doubly truncated mean residual (past) life function; empirical estimator; generalized failure rate; Primary 62N05; Secondary 62F10 (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1007/s13571-024-00328-w

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