English
Related papers

Related papers: Weighted mean inactivity time function with applic…

200 papers

Recently, authors have studied inequalities involving expectations of selected functions viz. failure rate, mean residual life, aging intensity function and log-odds rate which are defined for left truncated random variables in reliability…

Statistics Theory · Mathematics 2016-04-27 Chanchal Kundu , Amit Ghosh

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

Uncertainty reduction is vital for improving system reliability and reducing risks. To identify the best target for uncertainty reduction, uncertainty importance measure is commonly used to prioritize the significance of input variable…

Applications · Statistics 2025-06-12 Shi-Shun Chen , Xiao-Yang Li

In information theory, it is of recent interest to study variability of the uncertainty measures. In this regard, the concept of varentropy has been introduced and studied by several authors in recent past. In this communication, we study…

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

We consider a "length-biased" shift-dependent information measure, related to the differential entropy in which higher weight is assigned to large values of observed random variables. This allows us to introduce the notions of "weighted…

Statistics Theory · Mathematics 2011-06-27 Antonio Di Crescenzo , Maria Longobardi

Random walks are basic diffusion processes on networks and have applications in, for example, searching, navigation, ranking, and community detection. Recent recognition of the importance of temporal aspects on networks spurred studies of…

Physics and Society · Physics 2015-01-14 Leo Speidel , Renaud Lambiotte , Kazuyuki Aihara , Naoki Masuda

The inactivity time, or lost lifespan specifically for mortality data, concerns time from occurrence of an event of interest to the current time point and has recently emerged as a new summary measure for cumulative information inherent in…

Methodology · Statistics 2020-04-14 Lauren C. Balmert , Ruosha Li , Limin Peng , Jong-Hyeon Jeong

Following the theory of information measures based on the cumulative distribution function, we propose the fractional generalized cumulative entropy, and its dynamic version. These entropies are particularly suitable to deal with…

Probability · Mathematics 2021-06-30 Antonio Di Crescenzo , Suchandan Kayal , Alessandra Meoli

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

For a non-stationary or non-ergodic marked point process (MPP) on $\R^d$, the definition of averages becomes ambiguous as the process might have a different stochastic behavior in different realizations (non-ergodicity) or in different…

Probability · Mathematics 2012-10-05 Alexander Malinowski , Martin Schlather , Zhengjun Zhang

We show in this paper that many risk measures arising in Actuarial Sciences, Finance, Medicine, Welfare analysis, etc. are garthered in classes of Weighted Mean Loss or Gain (WMLG) statistics. Some of them are Upper Threshold Based (UTH) or…

Methodology · Statistics 2014-05-23 Gane Samb Lo , Serigne Touba Sall , Pape Djiby Mergane

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

In this paper, we investigate several properties of the weighted varextropy measure and obtain it for specific distribution functions, such as the equilibrium and weighted distributions. We also obtain bounds for the weighted varextropy, as…

Statistics Theory · Mathematics 2025-07-01 Faranak Goodarzi

The ageing intensity function is a powerful analytical tool that provides valuable insights into the ageing process across diverse domains such as reliability engineering, actuarial science, and healthcare. Its applications continue to…

Statistics Theory · Mathematics 2024-09-17 Ashutosh Singh , Ishapathik Das , Asok Kumar Nanda , Sumen Sen

When simulating a complex stochastic system, the behavior of output response depends on input parameters estimated from finite real-world data, and the finiteness of data brings input uncertainty into the system. The quantification of the…

Risk Management · Quantitative Finance 2017-12-20 Helin Zhu , Tianyi Liu , Enlu Zhou

For complex latent variable models, the likelihood function is not available in closed form. In this context, a popular method to perform parameter estimation is Importance Weighted Variational Inference. It essentially maximizes the…

Statistics Theory · Mathematics 2025-01-16 Badr-Eddine Cherief-Abdellatif , Randal Douc , Arnaud Doucet , Hugo Marival

In reliability theory and survival analysis, the residual entropy is known as a measure suitable to describe the dynamic information content in stochastic systems conditional on survival. Aiming to analyze the variability of such…

Statistics Theory · Mathematics 2020-03-25 Antonio Di Crescenzo , Luca Paolillo

This paper represents an extended version of an earlier note [10]. The concept of weighted entropy takes into account values of different outcomes, i.e., makes entropy context-dependent, through the weight function. We analyse analogs of…

Probability · Mathematics 2017-10-31 Mark Kelbert , Izabella Stuhl , Yuri Suhov

We introduce a novel entropy-related function, \textit{non-repeatability}, designed to capture dynamical behaviors in complex systems. Its normalized form, \textit{mutability}, has been previously applied in statistical physics as a…

Statistical Mechanics · Physics 2025-04-04 Eugenio E. Vogel , Francisco J. Peña , G. Saravia , P. Vargas

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…

Information Theory · Computer Science 2023-10-12 Marco Capaldo , Antonio Di Crescenzo , Alessandra Meoli
‹ Prev 1 2 3 10 Next ›