SOME MEASURES INFORMATION FOR GENERALIZED AND q-GENERALIZED EXTREME VALUES AND ITS PROPERTIES

Esraa Osama Abo Zaid (), Rasha Abd El-Wahab Attwa () and Taha Radwan
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Esraa Osama Abo Zaid: Department of Mathematics and Computer Science, Faculty of Science, Suez University, Suez, Egypt
Rasha Abd El-Wahab Attwa: Department of Mathematics, Faculty of Science, Zagazig University, Zagazig, Egypt
Taha Radwan: Department of Mathematics, College of Science and Arts, Qassim University, Ar-Rass, Saudi Arabia4Department of Mathematics and Statistics, Faculty of Management Technology and Information Systems, Port Said University, Port Said, Egypt

FRACTALS (fractals), 2022, vol. 30, issue 10, 1-14

Abstract: Asymmetrical models like the generalized and q-generalized extreme value distributions have been widely used to describe a variety of random events observed in studies including survival, finance, and dependability. The q-analogues, with the extra parameter q, provide for more modelling freedom. In this paper, Shannon entropy, Varentropy and Varexentropy measures are computed in closed form in cases of generalized and q-generalized extreme value distributions. Maximum likelihood estimation method is applied for computing the values of Shannon entropy, Varentropy and Varexentropy measures.

Keywords: GEVL; GEVP; q-GEVP; Entropy; Varentropy; Varexentropy; MLE (search for similar items in EconPapers)
Date: 2022
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DOI: 10.1142/S0218348X22402460

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