In the recent information-theoretic literature, the concept of extropy has been studied for order statistics. In the present communication we consider a cumulative analogue of extropy in the same vein of cumulative residual (past) entropy and study it in context with extreme order statistics. A dynamic version of cumulative residual (past) extropy for smallest (largest) order statistic is also studied here. It is shown that the proposed measures (and their dynamic versions) of extreme order statistics determine the distribution uniquely. Some characterizations of the generalized Pareto and power distributions, which are commonly used in reliability modeling, are given.
Recently Qiu et al. (2017) have introduced residual extropy as measure of uncertainty in residual lifetime distributions analogues to residual entropy (1996). Also, they obtained some properties and applications of that. In this paper, we study the extropy to measure the uncertainty in a past lifetime distribution. This measure of uncertainty is called past extropy. Also it is showed a characterization result about the past extropy of largest order statistics.
In this work, we establish a connection between the cumulative residual entropy and the Gini mean difference (GMD). Some relationships between the extropy and the GMD, and the truncated GMD and dynamic versions of the cumulative extropy are also established. We then show that several entropy and extropy measures discussed here can be brought into the framework of probability weighted moments, which would enable us to find estimators of these measures.
Using different extropies of k record values various characterizations are provided for continuous symmetric distributions. The results are in addition to the results of Ahmadi, J. (Statistical Papers, 2021, 62:2603-2626). These include cumulative residual (past) extropy, generalised cumulative residual (past) extropy, also some common Kerridge inaccuracy measures. Using inaccuracy extropy measures, it is demonstrated that continuous symmetric distributions are characterised by an equality of information in upper and lower k-records.
Recently, an alternative measure of uncertainty called cumulative residual extropy (CREX) was proposed by Jahanshahi et al. (2019). In this paper, we consider uncertainty measures of minimum ranked set sampling procedure with unequal samples (MinRSSU) in terms of CREX and its dynamic version and we compare the uncertainty and information content of CREX based on MinRSSU and simple random sampling (SRS) designs. Also, using simulation, we study on new estimators of CREX for MinRSSU and SRS designs in terms of bias and mean square error. Finally, we provide a new discrimination measure of dispar…
For a variant of the algorithm in [Pit19] (arXiv:1903.10816) to compute the approximate density or distribution function of a linear mixture of independent random variables known by a finite sample, it is presented a proof of the functional correctness, i.e. the convergence of the computed distribution function towards the true distribution function (given the observations) as the algorithm resolution is increased to infinity. The algorithm (like its predecessor version) bears elements which are closely related to early known methods for numerical inversion of the characteristic function of a …
In this work, we study the properties of cumulative residual entropy generating function. We then introduce dynamic cumulative residual entropy generating function (DCREGF). It is shown that the DCREGF determines the distribution uniquely. We study some characterization results using the relationship between DCREGF and hazard rate and mean residual life function. A new class of life distribution based on decreasing DCREGF is introduced. Finally we develop a test for decreasing DCREGF and study its performance.
Model diagnostics is an indispensable component of regression analysis, yet it is not well addressed in standard textbooks on generalized linear models. The lack of exposition is attributed to the fact that when outcome data are discrete, classical methods (e.g., Pearson/deviance residual analysis and goodness-of-fit tests) have limited utility in model diagnostics and treatment. This paper establishes a novel framework for model diagnostics of discrete data regression. Unlike the literature defining a single-valued quantity as the residual, we propose to use a function as a vehicle to retain …
It is well known that the conventional cumulative sum (CUSUM) test suffers from low power and large detection delay. In order to improve the power of the test, we propose two alternative statistics. The backward CUSUM detector considers the recursive residuals in reverse chronological order, whereas the stacked backward CUSUM detector sequentially cumulates a triangular array of backwardly cumulated residuals. A multivariate invariance principle for partial sums of recursive residuals is given, and the limiting distributions of the test statistics are derived under local alternatives. In the r…
To overcome the drawbacks of Shannon's entropy, the concept of cumulative residual and past entropy has been proposed in the information theoretic literature. Furthermore, the Shannon entropy has been generalized in a number of different ways by many researchers. One important extension is Kerridge inaccuracy measure. In the present communication we study the cumulative residual and past inaccuracy measures, which are extensions of the corresponding cumulative entropies. Several properties, including monotonicity and bounds, are obtained for left, right and doubly truncated random variables.
Recently, the concept of cumulative residual entropy (CRE) has been studied by many researchers in higher dimensions. In this article, we extend the definition of (dynamic) cumulative past entropy (DCPE), a dual measure of (dynamic) CRE, to bivariate setup and obtain some of its properties including bounds. We also look into the problem of extending DCPE for conditionally specified models. Several properties, including monotonicity, and bounds of DCPE are obtained for conditional distributions. It is shown that the proposed measure uniquely determines the distribution function. Moreover, we al…
Very recently, extended fractional cumulative residual entropy (EFCRE) has been proposed by Foroghi et al. (2022). In this paper, we introduce extended fractional cumulative past entropy (EFCPE), which is a dual of the EFCRE. The newly proposed measure depends on the logarithm of fractional order and the cumulative distribution function (CDF). Various properties of the EFCPE have been explored. This measure has been extended to the bivariate setup. Furthermore, the conditional EFCPE is studied and some of its properties are provided. The EFCPE for inactivity time has been proposed. In addition…
In the present paper we address the real-time detection problem of a change-point in the coefficients of a linear model with the possibility that the model errors are asymmetrical and that the explanatory variables number is large. We build test statistics based on the cumulative sum (CUSUM) of the expectile function derivatives calculated on the residuals obtained by the expectile and adaptive LASSO expectile estimation methods. The asymptotic distribution of these statistics are obtained under the hypothesis that the model does not change. Moreover, we prove that they diverge when the model …
