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Recently, authors have studied weighted version of Kerridge inaccuracy measure for truncated distributions. In the present communication we introduce the notion of weighted interval inaccuracy measure for two-sided truncated random…

Statistics Theory · Mathematics 2020-04-08 Chanchal Kundu

Measure of the weighted cumulative entropy about the predictability of failure time of a system have been introduced in [3]. Referring properties of doubly truncated (interval) cumulative residual and past entropy, several bounds and…

Information Theory · Computer Science 2015-08-28 Salimeh Yasaei Sekeh , Gholamreza Mohtashami Borzadran , Abdolhamid Rezaei Roknabadi

This paper introduces and studies a new uncertainty measure, the cumulative residual interval entropy (CRIE). Defined as the cumulative residual entropy of a doubly truncated (interval) continuous random variable, this measure has several…

Probability · Mathematics 2026-03-18 Stathis Chadjiconstantinidis , Apostolos Bozikas

A novel heuristic approach is proposed here for time series data analysis, dubbed Generalized weighted permutation entropy, which amalgamates and generalizes beyond their original scope two well established data analysis methods:…

Statistical Mechanics · Physics 2022-10-19 Darko Stosic , Dusan Stosic , Tatijana Stosic , Borko Stosic

Recently, there has been growing attention to study uncertainty measures for doubly truncated random variables. In this paper, the concept of varextropy for doubly truncated random variables is introduced. The changes of this measure under…

Statistics Theory · Mathematics 2024-08-01 Raheleh Zamini , Somayeh Ghafouri , Faranak Goodarzi

Recently, Extropy was introduced by Lad, Sanfilippo and Agr\`o as a complement dual of Shannon Entropy. In this paper, we propose dynamic versions of Extropy for doubly truncated random variables as measures of uncertainty called Interval…

Probability · Mathematics 2021-12-03 Francesco Buono , Osman Kamari , Maria Longobardi

In this paper the author analyses the weighted Renyi entropy in order to derive several inequalities in weighted case. Furthermore, using the proposed notions $\alpha$-th generalized derivation and ($\alpha$; p)-th weighted Fisher…

Information Theory · Computer Science 2015-10-16 Salimeh Yasaei Sekeh

In this work, we propose two information generating functions: general weighted information and relative information generating functions, and study their properties. { It is shown that the general weighted information generating function…

Statistics Theory · Mathematics 2024-06-04 Shital Saha , Suchandan Kayal

Following [1], the aim of this paper is to analyze the relative weighted entropy involving the central moments weight functions. We compare the standard relative entropy with the weighted case in two particular forms of Gaussian…

Information Theory · Computer Science 2015-06-23 Salimeh Yasaei Sekeh , Adriano Polpo

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…

Information Theory · Computer Science 2021-03-23 Chanchal Kundu , Antonio Di Crescenzo , Maria Longobardi

The weighted forms of generalized survival and failure entropies of order ($\alpha,\beta$) are proposed and some properties are obtained. We further propose the dynamic versions of weighted generalized survival and failures entropies and…

Statistics Theory · Mathematics 2020-06-15 Siddhartha Chakraborty , Biswabrata Pradhan

Statistical analysis of voluntary survey data is an important area of research in survey sampling. We consider a unified approach to voluntary survey data analysis under the assumption that the sampling mechanism is ignorable. Generalized…

Methodology · Statistics 2025-06-03 Yonghyun Kwon , Jae Kwang Kim , Yumou Qiu

Shannon and Renyi entropies are quantitative measures of uncertainty in a data set. They are developed by Renyi in the context of entropy theory. These measures have been studied in the case of the multivariate t-distributions. We extend…

Statistics Theory · Mathematics 2019-01-31 Salah H. Abid , Uday J. Quaez

Micro-randomized trials (MRTs) are increasingly used to evaluate mobile health interventions with binary proximal outcomes. Standard inverse probability weighting (IPW) estimators are unbiased but unstable in small samples or under extreme…

Methodology · Statistics 2025-10-10 Jinho Cha , Eunchan Cha

Generalized Estimation Equations (GEE) are a well-known method for the analysis of non-Gaussian longitudinal data. This method has computational simplicity and marginal parameter interpretation. However, in the presence of missing data, it…

Methodology · Statistics 2015-06-16 José Luiz P. da Silva , Enrico A. Colosimo , Fábio N. Demarqui

Entropy is a measure of self-information which is used to quantify losses. Entropy was developed in thermodynamics, but is also used to compare probabilities based on their deviating information content. Corresponding model uncertainty is…

Probability · Mathematics 2018-01-23 Alois Pichler , Ruben Schlotter

Recently, information theoretic analysis has become a popular framework for understanding the generalization behavior of deep neural networks. It allows a direct analysis for stochastic gradient/Langevin descent (SGD/SGLD) learning…

Machine Learning · Statistics 2023-05-03 Yuxin Dong , Tieliang Gong , Hong Chen , Chen Li

We propose a unified class of calibration weighting methods based on weighted generalized entropy to handle missing at random (MAR) data with improved stability and efficiency. The proposed generalized entropy calibration (GEC) formulates…

Methodology · Statistics 2025-11-07 Yonghyun Kwon , Jae Kwang Kim , Yumou Qiu

We propose a new approach for estimating the parameters of a probability distribution. It consists on combining two new methods of estimation. The first is based on the definition of a new distance measuring the difference between…

Methodology · Statistics 2008-12-30 Ahmed Guellil , Tewfik Kernane

In this paper, we discuss the worst-case of distortion riskmetrics for general distributions when only partial information (mean and variance) is known. This result is applicable to general class of distortion risk measures and variability…

Risk Management · Quantitative Finance 2024-05-30 Baishuai Zuo , Chuancun Yin
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