On weighted cumulative Tsallis residual and past entropy measures

被引：7
|
作者：
Chakraborty, Siddhartha [1 ]
Pradhan, Biswabrata [1 ]
机构：
[1] Indian Stat Inst, SQC & OR Unit, 203 BT Rd, Kolkata 700108, India
来源：
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION | 2023年 / 52卷 / 05期
关键词：
Entropy; Hazard rate; Proportional hazard rate model; Risk measure;
D O I：
10.1080/03610918.2021.1897623
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this work, we propose weighted cumulative Tsallis residual and past entropy measures and their dynamic versions. The properties of the proposed entropy measures are studied. It is shown that the residual entropy uniquely determines the survival function. Characterizations for Rayleigh and Power distributions are obtained based on the proposed entropy measures. The empirical versions of the residual and past entropies are provided and their asymptotic behaviors are discussed. It is shown that the weighted cumulative Tsallis entropy can be used as a risk measure. A dataset is analyzed for illustrative purposes.
引用
收藏
页码：2058 / 2072
页数：15
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