English

Cumulative Information Generating Function and Generalized Gini Functions

Information Theory 2023-10-12 v2 math.IT Probability Statistics Theory Statistics Theory

Abstract

We introduce and study the cumulative information generating function, which provides a unifying mathematical tool suitable to deal with classical and fractional entropies based on the cumulative distribution function and on the survival function. Specifically, after establishing its main properties and some bounds, we show that it is a variability measure itself that extends the Gini mean semi-difference. We also provide (i) an extension of such a measure, based on distortion functions, and (ii) a weighted version based on a mixture distribution. Furthermore, we explore some connections with the reliability of kk-out-of-nn systems and with stress-strength models for multi-component systems. Also, we address the problem of extending the cumulative information generating function to higher dimensions.

Keywords

Cite

@article{arxiv.2307.14290,
  title  = {Cumulative Information Generating Function and Generalized Gini Functions},
  author = {Marco Capaldo and Antonio Di Crescenzo and Alessandra Meoli},
  journal= {arXiv preprint arXiv:2307.14290},
  year   = {2023}
}

Comments

25 pages, 1 figure, revision submitted on September 19, 2023

R2 v1 2026-06-28T11:40:53.172Z