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外熵、Rényi外熵与Tsallis外熵的非参数估计:几乎处处收敛与渐近正态性

Nonparametric Estimation of Extropy, Rényi Extropy, and Tsallis Extropy: Almost Sure Convergence and Asymptotic Normality

Amadou Diadie Ba

arXiv 2608.17191首次发表:更新:

AI 中文总结

本文针对有限离散随机变量,提出外熵、α-Rényi外熵与α-Tsallis外熵的非参数估计方法,建立插件估计量的几乎处处收敛速度与渐近正态性,经模拟验证后为外熵类度量的实际应用提供了坚实基础。

AI 中文摘要

本文针对有限离散随机变量,提出了外熵及其扩展形式(α-Rényi外熵与α-Tsallis外熵)的非参数估计方法。我们为插件估计量建立了几乎处处收敛速度与渐近正态性,并通过全面的模拟研究验证了理论结果。该发现为外熵类度量在实际应用(包括预测、风险评估及不确定性下的决策)中的使用提供了坚实基础。

英文摘要

This paper proposes a nonparametric estimation procedure for extropy and its extensions, namely the α-Rényi and α-Tsallis extropies, for finite discrete random variables. We establish almost sure rates of convergence and asymptotic normality for the plug-in estimators. The theoretical results are validated through a comprehensive simulation study. The findings provide a solid foundation for the use of extropy-based measures in practical applications, including forecasting, risk assessment, and decision-making under uncertainty.

Comments19 pages, 5 figures. Submitted to a journal for publication. Companion paper on finite-sample bias correction also available

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