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13 pages, 327 KiB  
Article
Estimation of Weighted Extropy with Focus on Its Use in Reliability Modeling
by Muhammed Rasheed Irshad, Krishnakumar Archana, Radhakumari Maya and Maria Longobardi
Entropy 2024, 26(2), 160; https://doi.org/10.3390/e26020160 - 11 Feb 2024
Viewed by 1213
Abstract
In the literature, estimation of weighted extropy is infrequently considered. In this paper, some non-parametric estimators of weighted extropy are given. The validation and comparison of the estimators are implemented with the help of simulation study and data illustration. The usefulness of the [...] Read more.
In the literature, estimation of weighted extropy is infrequently considered. In this paper, some non-parametric estimators of weighted extropy are given. The validation and comparison of the estimators are implemented with the help of simulation study and data illustration. The usefulness of the estimators is demonstrated using real data sets. Full article
(This article belongs to the Section Information Theory, Probability and Statistics)
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<p>Histogram for “Failure time of Electrical Appliances” data.</p>
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<p>The Q-Q plot depicting the goodness of fit for an exponential distribution.</p>
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<p>Histogram for “Remission time of cancer patients” data.</p>
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<p>The Q-Q plot depicting the goodness of fit for log normal distribution.</p>
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<p>Density plot of “Failure time of three systems”.</p>
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25 pages, 664 KiB  
Article
Extropy and Some of Its More Recent Related Measures for Concomitants of K-Record Values in an Extended FGM Family
by Mohamed A. Abd Elgawad, Haroon M. Barakat, Metwally A. Alawady, Doaa A. Abd El-Rahman, Islam A. Husseiny, Atef F. Hashem and Naif Alotaibi
Mathematics 2023, 11(24), 4934; https://doi.org/10.3390/math11244934 - 12 Dec 2023
Cited by 3 | Viewed by 980
Abstract
This study uses an effective, recently extended Farlie–Gumbel–Morgenstern (EFGM) family to derive the distribution of concomitants of K-record upper values (CKRV). For this CKRV, the negative cumulative residual extropy (NCREX), weighted NCREX (WNCREX), negative cumulative extropy (NCEX), and weighted NCEX (WNCEX) are [...] Read more.
This study uses an effective, recently extended Farlie–Gumbel–Morgenstern (EFGM) family to derive the distribution of concomitants of K-record upper values (CKRV). For this CKRV, the negative cumulative residual extropy (NCREX), weighted NCREX (WNCREX), negative cumulative extropy (NCEX), and weighted NCEX (WNCEX) are theoretically and numerically examined. This study presents several beautiful symmetrical and asymmetric relationships that these inaccuracy measurements satisfy. Additionally, empirical estimations are provided for these measures, and their visualizations enable users to verify their accuracy. Full article
(This article belongs to the Special Issue Probability, Statistics & Symmetry)
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<p>WNCREX of <math display="inline"><semantics> <msub> <mi>W</mi> <mrow> <mo>[</mo> <mi>N</mi> <mo>,</mo> <mi>K</mi> <mo>]</mo> </mrow> </msub> </semantics></math> from EFGM-PFD.</p>
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<p>WNCREX of <math display="inline"><semantics> <msub> <mi>W</mi> <mrow> <mo>[</mo> <mi>N</mi> <mo>,</mo> <mi>K</mi> <mo>]</mo> </mrow> </msub> </semantics></math> from EFGM-RD.</p>
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<p>Representation of NCREX and empirical NCREX based on <math display="inline"><semantics> <msub> <mi>W</mi> <mrow> <mo>[</mo> <mi>N</mi> <mo>,</mo> <mi>K</mi> <mo>=</mo> <mn>1</mn> <mo>]</mo> </mrow> </msub> </semantics></math> from EFGM-UD.</p>
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<p>Representation of NCEX and empirical NCEX based on <math display="inline"><semantics> <msub> <mi>W</mi> <mrow> <mo>[</mo> <mi>N</mi> <mo>,</mo> <mi>K</mi> <mo>=</mo> <mn>1</mn> <mo>]</mo> </mrow> </msub> </semantics></math> from EFGM-UD.</p>
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13 pages, 317 KiB  
Article
Excess Lifetime Extropy of Order Statistics
by Mansour Shrahili and Mohamed Kayid
Axioms 2023, 12(11), 1024; https://doi.org/10.3390/axioms12111024 - 31 Oct 2023
Cited by 4 | Viewed by 1194
Abstract
This paper explores the concept of residual extropy as an uncertainty measure for order statistics. We specifically derive the residual extropy for the ith-order statistic and establish its relationship with the residual extropy of the ith-order statistic from a random sample [...] Read more.
This paper explores the concept of residual extropy as an uncertainty measure for order statistics. We specifically derive the residual extropy for the ith-order statistic and establish its relationship with the residual extropy of the ith-order statistic from a random sample generated from a uniform distribution. By employing this approach, we obtain a formula for the residual extropy of order statistics applicable to general continuous distributions. In addition, we offer two lower bounds that can be applied in situations where obtaining closed-form expressions for the residual extropy of order statistics in diverse distributions proves to be challenging. Additionally, we investigate the monotonicity properties of the residual extropy of order statistics. Furthermore, we present other aspects of the residual extropy of order statistics, including its dependence on the position of order statistics and various features of the underlying distribution. Full article
(This article belongs to the Special Issue Mathematical and Statistical Methods and Their Applications)
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<p>The exact values of <math display="inline"><semantics> <mrow> <mi>J</mi> <mo>(</mo> <msub> <mi>U</mi> <mrow> <mi>i</mi> <mo>:</mo> <mi>n</mi> </mrow> </msub> <mo>;</mo> <mi>t</mi> <mo>)</mo> </mrow> </semantics></math> with respect to time <math display="inline"><semantics> <mrow> <mn>0</mn> <mo>&lt;</mo> <mi>t</mi> <mo>&lt;</mo> <mn>1</mn> <mo>.</mo> </mrow> </semantics></math></p>
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<p>The exact values of <math display="inline"><semantics> <mrow> <mi>J</mi> <mo>(</mo> <msub> <mi>X</mi> <mrow> <mi>i</mi> <mo>:</mo> <mi>n</mi> </mrow> </msub> <mo>;</mo> <mi>t</mi> <mo>)</mo> </mrow> </semantics></math> with respect to time <span class="html-italic">t</span> for some values of <span class="html-italic">k</span> for the Weibull distribution given in Example 1.</p>
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<p>The REX values for different <span class="html-italic">n</span> in a <math display="inline"><semantics> <mrow> <mo>(</mo> <mi>n</mi> <mo>−</mo> <mn>1</mn> <mo>)</mo> </mrow> </semantics></math>-out-of-<span class="html-italic">n</span> system with a uniform parent distribution when <math display="inline"><semantics> <mrow> <mi>t</mi> <mo>=</mo> <mn>0.02</mn> <mo>.</mo> </mrow> </semantics></math></p>
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12 pages, 324 KiB  
Article
Bayesian Estimation of Variance-Based Information Measures and Their Application to Testing Uniformity
by Luai Al-Labadi, Mohammed Hamlili and Anna Ly
Axioms 2023, 12(9), 887; https://doi.org/10.3390/axioms12090887 - 17 Sep 2023
Cited by 1 | Viewed by 1296
Abstract
Entropy and extropy are emerging concepts in machine learning and computer science. Within the past decade, statisticians have created estimators for these measures. However, associated variability metrics, specifically varentropy and varextropy, have received comparably less attention. This paper presents a novel methodology for [...] Read more.
Entropy and extropy are emerging concepts in machine learning and computer science. Within the past decade, statisticians have created estimators for these measures. However, associated variability metrics, specifically varentropy and varextropy, have received comparably less attention. This paper presents a novel methodology for computing varentropy and varextropy, drawing inspiration from Bayesian nonparametric methods. We implement this approach using a computational algorithm in R and demonstrate its effectiveness across various examples. Furthermore, these new estimators are applied to test uniformity in data. Full article
19 pages, 548 KiB  
Article
Extropy Based on Concomitants of Order Statistics in Farlie-Gumbel-Morgenstern Family for Random Variables Representing Past Life
by Muhammed Rasheed Irshad, Krishnakumar Archana, Amer Ibrahim Al-Omari, Radhakumari Maya and Ghadah Alomani
Axioms 2023, 12(8), 792; https://doi.org/10.3390/axioms12080792 - 16 Aug 2023
Cited by 3 | Viewed by 1153
Abstract
In this paper, we refined the concept of past extropy measure for concomitants of order statistics from Farlie-Gumbel-Morgenstern family. In addition, cumulative past extropy measure and dynamic cumulative past extropy measure for concomitant of rth order statistic are also conferred and their [...] Read more.
In this paper, we refined the concept of past extropy measure for concomitants of order statistics from Farlie-Gumbel-Morgenstern family. In addition, cumulative past extropy measure and dynamic cumulative past extropy measure for concomitant of rth order statistic are also conferred and their properties are studied. The problem of estimating the cumulative past extropy is investigated using empirical technique. The validity of the proposed estimator has been emphasized using simulation study. Full article
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<p>The plots of <math display="inline"><semantics><mrow><msub><mi>J</mi><mi>t</mi></msub><mfenced separators="" open="(" close=")"><msub><mi>Y</mi><mrow><mo>[</mo><mi>r</mi><mo>:</mo><mi>n</mi><mo>]</mo></mrow></msub></mfenced></mrow></semantics></math> for <math display="inline"><semantics><mrow><mi>n</mi><mo>=</mo><mn>50</mn><mo>,</mo><mi>r</mi><mo>=</mo><mn>1</mn></mrow></semantics></math> with various values of <math display="inline"><semantics><msub><mi>θ</mi><mn>2</mn></msub></semantics></math> for FGM bivariate exponential distribution.</p>
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<p>Plots of <math display="inline"><semantics><mrow><msub><mi>J</mi><mi>t</mi></msub><mfenced separators="" open="(" close=")"><msub><mi>Y</mi><mrow><mo>[</mo><mi>r</mi><mo>:</mo><mi>n</mi><mo>]</mo></mrow></msub></mfenced></mrow></semantics></math> for <math display="inline"><semantics><mrow><mi>n</mi><mo>=</mo><mn>50</mn><mo>,</mo><mi>r</mi><mo>=</mo><mn>1</mn></mrow></semantics></math> for the FGM bivariate logistic distribution.</p>
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<p>Plots of <math display="inline"><semantics><mrow><msub><mo>ℐ</mo><mi>t</mi></msub><mfenced separators="" open="(" close=")"><msub><mi>Y</mi><mrow><mo>[</mo><mi>r</mi><mo>:</mo><mi>n</mi><mo>]</mo></mrow></msub></mfenced></mrow></semantics></math> for various selections of <span class="html-italic">r</span> based on the FGM bivariate uniform distribution.</p>
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<p>Plots of <math display="inline"><semantics><mrow><msub><mi>J</mi><mrow><mi>D</mi><mi>S</mi><mi>P</mi><mi>t</mi></mrow></msub><mfenced separators="" open="(" close=")"><msub><mi>Y</mi><mrow><mo>[</mo><mi>r</mi><mo>:</mo><mi>n</mi><mo>]</mo></mrow></msub></mfenced></mrow></semantics></math> for <math display="inline"><semantics><mrow><mi>α</mi><mo>=</mo><mo>−</mo><mn>1</mn><mo>,</mo><mn>1</mn></mrow></semantics></math> based on the FGM bivariate exponential distribution.</p>
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<p>CPE of <math display="inline"><semantics><msub><mi>Y</mi><mrow><mo>[</mo><mi>r</mi><mo>:</mo><mi>n</mi><mo>]</mo></mrow></msub></semantics></math> (red) and empirical CPE of <math display="inline"><semantics><msub><mi>Y</mi><mrow><mo>[</mo><mi>r</mi><mo>:</mo><mi>n</mi><mo>]</mo></mrow></msub></semantics></math> (blue) in the case of FGM bivariate uniform distribution for <math display="inline"><semantics><mrow><mi>n</mi><mo>=</mo><mn>100</mn></mrow></semantics></math>.</p>
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36 pages, 960 KiB  
Article
A New Asymmetric Modified Topp–Leone Distribution: Classical and Bayesian Estimations under Progressive Type-II Censored Data with Applications
by Mohammed Elgarhy, Najwan Alsadat, Amal S. Hassan, Christophe Chesneau and Alaa H. Abdel-Hamid
Symmetry 2023, 15(7), 1396; https://doi.org/10.3390/sym15071396 - 10 Jul 2023
Cited by 7 | Viewed by 1872
Abstract
In this article, a new modified asymmetric Topp–Leone distribution is created and developed from a theoretical and inferential point of view. It has the feature of extending the remarkable flexibility of a special one-shape-parameter lifetime distribution, known as the inverse Topp–Leone distribution, to [...] Read more.
In this article, a new modified asymmetric Topp–Leone distribution is created and developed from a theoretical and inferential point of view. It has the feature of extending the remarkable flexibility of a special one-shape-parameter lifetime distribution, known as the inverse Topp–Leone distribution, to the bounded interval [0, 1]. The probability density function of the proposed truncated distribution has the potential to be unimodal and right-skewed, with different levels of asymmetry. On the other hand, its hazard rate function can be increasingly shaped. Some important statistical properties are examined, including several different measures. In practice, the estimation of the model parameters under progressive type-II censoring is considered. To achieve this aim, the maximum likelihood, maximum product of spacings, and Bayesian approaches are used. The Markov chain Monte Carlo approach is employed to produce the Bayesian estimates under the squared error and linear exponential loss functions. Some simulation studies to evaluate these approaches are discussed. Two applications based on real-world datasets—one on the times of infection, and the second dataset is on trading economics credit rating—are considered. Thanks to its flexible asymmetric features, the new model is preferable to some known comparable models. Full article
(This article belongs to the Special Issue Symmetry in Probability Theory and Statistics)
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<p>Presentation of the PCT-II scheme.</p>
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<p>Plots of the PDF and HRF of the TITL distribution.</p>
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<p>3D plot of the PDF of the TITL distribution.</p>
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<p>3D Plot of the HRF of the TITL distribution.</p>
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<p>3D Plot of Bowley’s skewness for the TITL distribution.</p>
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<p>3D Plot of Moor’s kurtosis for the TITL distribution.</p>
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<p>3D Plot of the median for the TITL distribution.</p>
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<p>Some basic non-parametric plots for the first dataset.</p>
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<p>The profile log-likelihood of the TITL distribution for the first dataset.</p>
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<p>Estimated PDF plots of the competitive distributions for the first dataset.</p>
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<p>Estimated CDF plots of the competitive distributions for the first dataset.</p>
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<p>The PP plots of the fitted distributions for the first dataset.</p>
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<p>Some basic non-parametric plots for the second dataset.</p>
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<p>The profile log-likelihood of the TITL distribution for the second dataset.</p>
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<p>Estimated PDF plots of the competitive distributions for the second dataset.</p>
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<p>Estimated CDF plots of the competitive distributions for the second dataset.</p>
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<p>The PP plots of the fitted distributions for the second dataset.</p>
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16 pages, 385 KiB  
Article
Kernel Estimation of the Extropy Function under α-Mixing Dependent Data
by Radhakumari Maya, Muhammed Rasheed Irshad, Hassan Bakouch, Archana Krishnakumar and Najla Qarmalah
Symmetry 2023, 15(4), 796; https://doi.org/10.3390/sym15040796 - 24 Mar 2023
Cited by 3 | Viewed by 1351
Abstract
Shannon developed the idea of entropy in 1948, which relates to the measure of uncertainty associated with a random variable X. The contribution of the extropy function as a dual complement of entropy is one of the key modern results based on [...] Read more.
Shannon developed the idea of entropy in 1948, which relates to the measure of uncertainty associated with a random variable X. The contribution of the extropy function as a dual complement of entropy is one of the key modern results based on Shannon’s work. In order to develop the inferential aspects of the extropy function, this paper proposes a non-parametric kernel type estimator as a new method of measuring uncertainty. Here, the observations are exhibiting α-mixing dependence. Asymptotic properties of the estimator are proved under appropriate regularity conditions. For comparison’s sake, a simple non-parametric estimator is proposed, and in this respect, the performance of the estimator is investigated using a Monte Carlo simulation study based on mean-squared error and using two real-life data. Full article
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<p>Time series plot of monthly totals of International Airline Passengers data.</p>
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<p>ACF plot of monthly totals of International Airline Passengers data.</p>
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<p>PACF plot of the data monthly totals of International Airline Passengers.</p>
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<p>Decomposition plot of the data.</p>
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<p>Time series plot of random component.</p>
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<p>Sample ACF of residuals of fitted AR(1) model.</p>
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<p>Time series plot of the data “Failure of computer patterns”.</p>
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<p>Time series plot of stationary data.</p>
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<p>Time series plot of computer failure data patterns without outliers.</p>
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<p>ACF plot of computer failure data patterns without outliers.</p>
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<p>PACF plot of computer failure data patterns without outliers.</p>
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17 pages, 553 KiB  
Article
Measures of Extropy Based on Concomitants of Generalized Order Statistics under a General Framework from Iterated Morgenstern Family
by Islam A. Husseiny, Metwally A. Alawady, Salem A. Alyami and Mohamed A. Abd Elgawad
Mathematics 2023, 11(6), 1377; https://doi.org/10.3390/math11061377 - 12 Mar 2023
Cited by 6 | Viewed by 1339
Abstract
In this work, we reveal some distributional characteristics of concomitants of generalized order statistics (GOS) with parameters that are pairwise different, arising from iterated Farlie–Gumbel–Morgenstern (IFGM) family of bivariate distributions. Additionally, the joint distribution and product moments of concomitants of GOS for this [...] Read more.
In this work, we reveal some distributional characteristics of concomitants of generalized order statistics (GOS) with parameters that are pairwise different, arising from iterated Farlie–Gumbel–Morgenstern (IFGM) family of bivariate distributions. Additionally, the joint distribution and product moments of concomitants of GOS for this family are discussed. Moreover, some well-known information measures, i.e., extropy, cumulative residual extropy (CRJ), and negative cumulative extropy (NCJ), are derived. Applications of these results are given for order statistics, record values, and progressive type-II censored order statistics with uniform marginals distributions. Additionally, the issue of estimating the CRJ and NCJ is looked into, utilizing the empirical technique and the concomitant of GOS. Finally, bivariate real-world data sets have been analyzed for illustrative purposes, and the performance of the proposed method is quite satisfactory. Full article
(This article belongs to the Section D1: Probability and Statistics)
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<p>Representation of NCRJ and empirical NCRJ based on <math display="inline"><semantics> <msub> <mi>R</mi> <mrow> <mo stretchy="false">[</mo> <mi>r</mi> <mo stretchy="false">]</mo> </mrow> </msub> </semantics></math> from IFGM-UD.</p>
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13 pages, 2865 KiB  
Article
Residual and Past Discrete Tsallis and Renyi Extropy with an Application to Softmax Function
by Taghreed M. Jawa, Nahid Fatima, Neveen Sayed-Ahmed, Ramy Aldallal and Mohamed Said Mohamed
Entropy 2022, 24(12), 1732; https://doi.org/10.3390/e24121732 - 27 Nov 2022
Cited by 4 | Viewed by 1435
Abstract
In this paper, based on the discrete lifetime distribution, the residual and past of the Tsallis and Renyi extropy are introduced as new measures of information. Moreover, some of their properties and their relation to other measures are discussed. Furthermore, an example of [...] Read more.
In this paper, based on the discrete lifetime distribution, the residual and past of the Tsallis and Renyi extropy are introduced as new measures of information. Moreover, some of their properties and their relation to other measures are discussed. Furthermore, an example of a uniform distribution of the obtained models is given. Moreover, the softmax function can be used as a discrete probability distribution function with a unity sum. Thus, applying those measures to the softmax function for simulated and real data is demonstrated. Besides, for real data, the softmax data are fit to a convenient ARIMA model. Full article
(This article belongs to the Special Issue Rényi Entropy: Sixty Years Later)
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<p>Simulated data of <math display="inline"><semantics> <mrow> <mi>N</mi> <mo>(</mo> <mn>0</mn> <mo>,</mo> <mn>1</mn> <mo>)</mo> </mrow> </semantics></math> and the softmax data, <math display="inline"><semantics> <mrow> <mi mathvariant="fraktur">N</mi> <mo>=</mo> <mn>30</mn> </mrow> </semantics></math>.</p>
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<p>Simulated data of <math display="inline"><semantics> <mrow> <mi>N</mi> <mo>(</mo> <mn>0</mn> <mo>,</mo> <mn>1</mn> <mo>)</mo> </mrow> </semantics></math> and the softmax data, <math display="inline"><semantics> <mrow> <mi mathvariant="fraktur">N</mi> <mo>=</mo> <mn>100</mn> </mrow> </semantics></math>.</p>
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<p>Past and residual Tsallis extropy, <math display="inline"><semantics> <mrow> <mi mathvariant="fraktur">N</mi> <mo>=</mo> <mn>30</mn> </mrow> </semantics></math>, <math display="inline"><semantics> <mrow> <mi>α</mi> <mo>=</mo> <mn>0.2</mn> <mo>,</mo> <mn>0.8</mn> <mo>,</mo> <mn>3</mn> <mo>,</mo> <mn>15</mn> </mrow> </semantics></math>.</p>
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<p>Past and residual Tsallis extropy, <math display="inline"><semantics> <mrow> <mi mathvariant="fraktur">N</mi> <mo>=</mo> <mn>100</mn> </mrow> </semantics></math>, <math display="inline"><semantics> <mrow> <mi>α</mi> <mo>=</mo> <mn>0.2</mn> <mo>,</mo> <mn>0.8</mn> <mo>,</mo> <mn>3</mn> <mo>,</mo> <mn>15</mn> </mrow> </semantics></math>.</p>
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<p>Quarterly changes in U.S. consumption and personal income data from 1970 to 2016 and the corresponding softmax data.</p>
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<p>Data analysis of softmax U.S. consumption (<b>left</b> panel) and softmax U.S. personal income (<b>right</b> panel).</p>
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<p>Residuals of softmax U.S. consumption and its fit model <math display="inline"><semantics> <mrow> <mi>A</mi> <mi>R</mi> <mi>I</mi> <mi>M</mi> <mi>A</mi> <mrow> <mo>(</mo> <mn>0</mn> <mo>,</mo> <mn>1</mn> <mo>,</mo> <mn>1</mn> <mo>)</mo> </mrow> <msub> <mrow> <mo>(</mo> <mn>2</mn> <mo>,</mo> <mn>0</mn> <mo>,</mo> <mn>2</mn> <mo>)</mo> </mrow> <mn>4</mn> </msub> </mrow> </semantics></math>.</p>
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<p>Past and residual Tsallis extropy of softmax U.S. consumption.</p>
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12 pages, 325 KiB  
Article
Weighted Cumulative Past Extropy and Its Inference
by Mohammad Reza Kazemi, Majid Hashempour and Maria Longobardi
Entropy 2022, 24(10), 1444; https://doi.org/10.3390/e24101444 - 11 Oct 2022
Cited by 7 | Viewed by 1770
Abstract
This paper introduces and studies a new generalization of cumulative past extropy called weighted cumulative past extropy (WCPJ) for continuous random variables. We explore the following: if the WCPJs of the last order statistic are equal for two distributions, then these two distributions [...] Read more.
This paper introduces and studies a new generalization of cumulative past extropy called weighted cumulative past extropy (WCPJ) for continuous random variables. We explore the following: if the WCPJs of the last order statistic are equal for two distributions, then these two distributions will be equal. We examine some properties of the WCPJ, and a number of inequalities involving bounds for WCPJ are obtained. Studies related to reliability theory are discussed. Finally, the empirical version of the WCPJ is considered, and a test statistic is proposed. The critical cutoff points of the test statistic are computed numerically. Then, the power of this test is compared to a number of alternative approaches. In some situations, its power is superior to the rest, and in some other settings, it is somewhat weaker than the others. The simulation study shows that the use of this test statistic can be satisfactory with due attention to its simple form and the rich information content behind it. Full article
(This article belongs to the Special Issue Measures of Information II)
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<p>Power comparison of the WCPJ, K-S, Q-M, and FRO test statistics: above (<b>left</b>): beta (1.5, 1.5), (<b>middle</b>): beta (0.5, 0.3), and (<b>right</b>): kuma (0.5, 0.3); and below (<b>left</b>): piec (2), (<b>middle</b>): piec (3.5), and (<b>right</b>): piec (5) distributions.</p>
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28 pages, 937 KiB  
Article
Inference for a Kavya–Manoharan Inverse Length Biased Exponential Distribution under Progressive-Stress Model Based on Progressive Type-II Censoring
by Naif Alotaibi, Atef F. Hashem, Ibrahim Elbatal, Salem A. Alyami, A. S. Al-Moisheer and Mohammed Elgarhy
Entropy 2022, 24(8), 1033; https://doi.org/10.3390/e24081033 - 27 Jul 2022
Cited by 10 | Viewed by 1789
Abstract
In this article, a new one parameter survival model is proposed using the Kavya–Manoharan (KM) transformation family and the inverse length biased exponential (ILBE) distribution. Statistical properties are obtained: quantiles, moments, incomplete moments and moment generating function. Different types of entropies such as [...] Read more.
In this article, a new one parameter survival model is proposed using the Kavya–Manoharan (KM) transformation family and the inverse length biased exponential (ILBE) distribution. Statistical properties are obtained: quantiles, moments, incomplete moments and moment generating function. Different types of entropies such as Rényi entropy, Tsallis entropy, Havrda and Charvat entropy and Arimoto entropy are computed. Different measures of extropy such as extropy, cumulative residual extropy and the negative cumulative residual extropy are computed. When the lifetime of the item under use is assumed to follow the Kavya–Manoharan inverse length biased exponential (KMILBE) distribution, the progressive-stress accelerated life tests are considered. Some estimating approaches, such as the maximum likelihood, maximum product of spacing, least squares, and weighted least square estimations, are taken into account while using progressive type-II censoring. Furthermore, interval estimation is accomplished by determining the parameters’ approximate confidence intervals. The performance of the estimation approaches is investigated using Monte Carlo simulation. The relevance and flexibility of the model are demonstrated using two real datasets. The distribution is very flexible, and it outperforms many known distributions such as the inverse length biased, the inverse Lindley model, the Lindley, the inverse exponential, the sine inverse exponential and the sine inverse Rayleigh model. Full article
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<p>The process of generating order statistics under progressive type-II censoring.</p>
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<p>Different shapes of pdf for KMILBE distribution.</p>
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<p>Different shapes of hrf for KMILBE distribution.</p>
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<p>The fitted cdf plots for the data set 1.</p>
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<p>The fitted cdf plots for data set 2.</p>
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<p>The fitted pdf plots for the data set 1.</p>
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<p>The fitted pdf plots for data set 2.</p>
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<p>The fitted sf plots for data set 1.</p>
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<p>The fitted sf plots for data set 2.</p>
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<p>The P-P plots of the competing continuous models for data set 1.</p>
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<p>The P-P plots of the competing continuous models for data set 2.</p>
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15 pages, 311 KiB  
Article
A Generalized Measure of Cumulative Residual Entropy
by Sudheesh Kumar Kattumannil, E. P. Sreedevi and Narayanaswamy Balakrishnan
Entropy 2022, 24(4), 444; https://doi.org/10.3390/e24040444 - 23 Mar 2022
Cited by 8 | Viewed by 2909
Abstract
In this work, we introduce a generalized measure of cumulative residual entropy and study its properties. We show that several existing measures of entropy, such as cumulative residual entropy, weighted cumulative residual entropy and cumulative residual Tsallis entropy, are all special cases of [...] Read more.
In this work, we introduce a generalized measure of cumulative residual entropy and study its properties. We show that several existing measures of entropy, such as cumulative residual entropy, weighted cumulative residual entropy and cumulative residual Tsallis entropy, are all special cases of this generalized cumulative residual entropy. We also propose a measure of generalized cumulative entropy, which includes cumulative entropy, weighted cumulative entropy and cumulative Tsallis entropy as special cases. We discuss a generating function approach, using which we derive different entropy measures. We provide residual and cumulative versions of Sharma–Taneja–Mittal entropy and obtain them as special cases this generalized measure of entropy. Finally, using the newly introduced entropy measures, we establish some relationships between entropy and extropy measures. Full article
(This article belongs to the Special Issue Measures of Information II)
20 pages, 1505 KiB  
Article
The Unit Teissier Distribution and Its Applications
by Anuresha Krishna, Radhakumari Maya, Christophe Chesneau and Muhammed Rasheed Irshad
Math. Comput. Appl. 2022, 27(1), 12; https://doi.org/10.3390/mca27010012 - 1 Feb 2022
Cited by 18 | Viewed by 3578
Abstract
A bounded form of the Teissier distribution, namely the unit Teissier distribution, is introduced. It is subjected to a thorough examination of its important properties, including shape analysis of the main functions, analytical expression for moments based on upper incomplete gamma function, incomplete [...] Read more.
A bounded form of the Teissier distribution, namely the unit Teissier distribution, is introduced. It is subjected to a thorough examination of its important properties, including shape analysis of the main functions, analytical expression for moments based on upper incomplete gamma function, incomplete moments, probability-weighted moments, and quantile function. The uncertainty measures Shannon entropy and extropy are also performed. The maximum likelihood estimation, least square estimation, weighted least square estimation, and Bayesian estimation methods are used to estimate the parameters of the model, and their respective performances are assessed via a simulation study. Finally, the competency of the proposed model is illustrated by using two data sets from diverse fields. Full article
(This article belongs to the Special Issue Computational Mathematics and Applied Statistics)
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<p>Plots of various shapes of the pdf of the <math display="inline"><semantics> <mrow> <mi>U</mi> <mi>T</mi> <mi>D</mi> </mrow> </semantics></math> for varying values of the parameter <math display="inline"><semantics> <mi>θ</mi> </semantics></math>.</p>
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<p>Plots of various shapes of the hrf of the <math display="inline"><semantics> <mrow> <mi>U</mi> <mi>T</mi> <mi>D</mi> </mrow> </semantics></math> for varying values of the parameter <math display="inline"><semantics> <mi>θ</mi> </semantics></math>.</p>
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<p>Plots of various shapes of the hrf of the <math display="inline"><semantics> <mrow> <mi>U</mi> <mi>T</mi> <mi>D</mi> </mrow> </semantics></math> for varying values of the parameter <math display="inline"><semantics> <mi>θ</mi> </semantics></math>.</p>
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<p>Plots of the (<b>a</b>) mean and (<b>b</b>) variance of the <math display="inline"><semantics> <mrow> <mi>U</mi> <mi>T</mi> <mi>D</mi> </mrow> </semantics></math> for varying values of the parameter <math display="inline"><semantics> <mi>θ</mi> </semantics></math>.</p>
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<p>Graphical comparison of the MSEs obtained from ML, LS, and WLS estimation methods for (<b>a</b>) <math display="inline"><semantics> <mrow> <mi>θ</mi> <mo>=</mo> <mn>0.26</mn> </mrow> </semantics></math>, (<b>b</b>) <math display="inline"><semantics> <mrow> <mi>θ</mi> <mo>=</mo> <mn>0.45</mn> </mrow> </semantics></math>, (<b>c</b>) <math display="inline"><semantics> <mrow> <mi>θ</mi> <mo>=</mo> <mn>0.60</mn> </mrow> </semantics></math>, (<b>d</b>) <math display="inline"><semantics> <mrow> <mi>θ</mi> <mo>=</mo> <mn>1.0</mn> </mrow> </semantics></math>, (<b>e</b>) <math display="inline"><semantics> <mrow> <mi>θ</mi> <mo>=</mo> <mn>1.5</mn> </mrow> </semantics></math> and (<b>f</b>) <math display="inline"><semantics> <mrow> <mi>θ</mi> <mo>=</mo> <mn>2.0</mn> </mrow> </semantics></math>.</p>
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<p>(<b>a</b>) TTT plot and (<b>b</b>) histogram for the flood level data.</p>
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<p>(<b>a</b>) TTT plot and (<b>b</b>) histogram for secondary reactor pumps data.</p>
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13 pages, 274 KiB  
Article
Fractional Deng Entropy and Extropy and Some Applications
by Mohammad Reza Kazemi, Saeid Tahmasebi, Francesco Buono and Maria Longobardi
Entropy 2021, 23(5), 623; https://doi.org/10.3390/e23050623 - 17 May 2021
Cited by 40 | Viewed by 3398
Abstract
Deng entropy and extropy are two measures useful in the Dempster–Shafer evidence theory (DST) to study uncertainty, following the idea that extropy is the dual concept of entropy. In this paper, we present their fractional versions named fractional Deng entropy and extropy and [...] Read more.
Deng entropy and extropy are two measures useful in the Dempster–Shafer evidence theory (DST) to study uncertainty, following the idea that extropy is the dual concept of entropy. In this paper, we present their fractional versions named fractional Deng entropy and extropy and compare them to other measures in the framework of DST. Here, we study the maximum for both of them and give several examples. Finally, we analyze a problem of classification in pattern recognition in order to highlight the importance of these new measures. Full article
(This article belongs to the Special Issue Measures of Information)
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<p>Plot of <math display="inline"><semantics> <mrow> <msubsup> <mi>E</mi> <mrow> <mi>d</mi> </mrow> <mi>q</mi> </msubsup> <mrow> <mo>(</mo> <msub> <mi>m</mi> <mn>2</mn> </msub> <mo>)</mo> </mrow> </mrow> </semantics></math> in Example 2 as a function of <span class="html-italic">q</span>.</p>
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<p>Plot of <math display="inline"><semantics> <mrow> <msubsup> <mi>E</mi> <mrow> <mi>d</mi> </mrow> <mi>q</mi> </msubsup> <mrow> <mo>(</mo> <mi>m</mi> <mo>)</mo> </mrow> </mrow> </semantics></math> in Example 3 as a function of <span class="html-italic">q</span>.</p>
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<p>Plot of <math display="inline"><semantics> <mrow> <msubsup> <mi>E</mi> <mrow> <mi>d</mi> </mrow> <mi>q</mi> </msubsup> <mrow> <mo>(</mo> <mi>m</mi> <mo>)</mo> </mrow> </mrow> </semantics></math> in Example 4 as a function of q for different values of <math display="inline"><semantics> <msub> <mi>p</mi> <mi>a</mi> </msub> </semantics></math>.</p>
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<p>Plot of <math display="inline"><semantics> <mrow> <mi>E</mi> <msubsup> <mi>X</mi> <mrow> <mi>d</mi> </mrow> <mi>q</mi> </msubsup> <mrow> <mo>(</mo> <mi>m</mi> <mo>)</mo> </mrow> <mo>−</mo> <msubsup> <mi>E</mi> <mrow> <mi>d</mi> </mrow> <mi>q</mi> </msubsup> <mrow> <mo>(</mo> <mi>m</mi> <mo>)</mo> </mrow> </mrow> </semantics></math> in Example 6 as a function of <span class="html-italic">q</span>.</p>
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<p>Plot of <math display="inline"><semantics> <mrow> <mi>E</mi> <msubsup> <mi>X</mi> <mrow> <mi>d</mi> </mrow> <mi>q</mi> </msubsup> <mrow> <mo>(</mo> <mi>m</mi> <mo>)</mo> </mrow> </mrow> </semantics></math> in Example 7 as a function of <span class="html-italic">q</span>.</p>
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<p>Plot of <math display="inline"><semantics> <mrow> <mi>E</mi> <msubsup> <mi>X</mi> <mrow> <mi>d</mi> </mrow> <mi>q</mi> </msubsup> <mrow> <mo>(</mo> <mi>m</mi> <mo>)</mo> </mrow> </mrow> </semantics></math> in Example 9 as a function of <span class="html-italic">q</span>.</p>
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14 pages, 315 KiB  
Article
Results on Varextropy Measure of Random Variables
by Nastaran Marzban Vaselabadi, Saeid Tahmasebi, Mohammad Reza Kazemi and Francesco Buono
Entropy 2021, 23(3), 356; https://doi.org/10.3390/e23030356 - 17 Mar 2021
Cited by 12 | Viewed by 2633
Abstract
In 2015, Lad, Sanfilippo and Agrò proposed an alternative measure of uncertainty dual to the entropy known as extropy. This paper provides some results on a dispersion measure of extropy of random variables which is called varextropy and studies several properties of this [...] Read more.
In 2015, Lad, Sanfilippo and Agrò proposed an alternative measure of uncertainty dual to the entropy known as extropy. This paper provides some results on a dispersion measure of extropy of random variables which is called varextropy and studies several properties of this concept. Especially, the varextropy measure of residual and past lifetimes, order statistics, record values and proportional hazard rate models are discussed. Moreover, the conditional varextropy is considered and some properties of this measure are studied. Finally, a new stochastic comparison method, named varextropy ordering, is introduced and some of its properties are presented. Full article
(This article belongs to the Special Issue Measures of Information)
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<p>The values of <math display="inline"><semantics> <mrow> <mi>V</mi> <mi>J</mi> <mo>(</mo> <mi>Y</mi> <mo>)</mo> </mrow> </semantics></math> for Bernoulli distribution.</p>
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