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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

Classical measures of inequality use the mean as the benchmark of economic dispersion. They are not sensitive to inequality at the left tail of the distribution, where it would matter most. This paper presents a new inequality measurement…

Econometrics · Economics 2022-09-13 Mario Schlemmer

In this paper, we introduce the cumulative past information generating function (CPIG) and relative cumulative past information generating function (RCPIG). We study its properties. We establish its relation with generalized cumulative past…

Information Theory · Computer Science 2024-04-23 Santosh Kumar Chaudhary , Nitin Gupta , Achintya Roy

We propose R\'enyi information generating function and discuss its properties. A connection between the R\'enyi information generating function and the diversity index is proposed for discrete type random variables. The relation between the…

Statistics Theory · Mathematics 2025-02-25 Shital Saha , Suchandan Kayal , N. Balakrishnan

Information generating functions have been used for generating various entropy and divergence measures. In the present work, we introduce quantile based relative information generating function and study its properties. The proposed…

Statistics Theory · Mathematics 2024-12-04 Sankaran P. G. , Sunoj S. M. , Pavithra Hariharan

We consider a generalization of information density to a partitioning into $N \geq 2$ subvectors. We calculate its cumulant-generating function and its cumulants, showing that these quantities are only a function of all the regression…

Statistics Theory · Mathematics 2024-09-10 Guillaume Marrelec , Alain Giron

The object of this paper is to introduce a new weighted information generating function whose derivative at point 1 gives some well known measures of information. Some properties and particular cases of the proposed generating function have…

Information Theory · Computer Science 2015-08-14 Amit Srivastava , Shikha Maheshwari

Multivariate datasets are common in various real-world applications. Recently, copulas have received significant attention for modeling dependencies among random variables. A copula-based information measure is required to quantify the…

Methodology · Statistics 2024-08-06 Mohd. Arshad , Swaroop Georgy Zachariah , Ashok Kumar Pathak

This paper considers the problem of estimating the cumulative distribution function and probability density function of a random variable using data quantized by uniform and non-uniform quantizers. A simple estimator is proposed based on…

Signal Processing · Electrical Eng. & Systems 2018-05-03 Paolo Carbone , Johan Schoukens , István Kollár , Antonio Moschitta

In this work, we establish a connection between the cumulative residual entropy and the Gini mean difference (GMD). Some relationships between the extropy and the GMD, and the truncated GMD and dynamic versions of the cumulative extropy are…

Statistics Theory · Mathematics 2022-08-29 Sudheesh Kattumannil , Sreedevi E. P , N. Balakrishnan

The Gini index is a function that attempts to measure the amount of inequality in the distribution of a finite resource throughout a population. It is commonly used in economics as a measure of inequality of income or wealth. We define a…

Representation Theory · Mathematics 2023-05-23 Grant Kopitzke

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

Measuring the degree of inequality expressed by a multivariate statistical distribution is a challenging problem, which appears in many fields of science and engineering. In this paper, we propose to extend the well known univariate Gini…

Statistics Theory · Mathematics 2024-09-17 Gennaro Auricchio , Paolo Giudici , Giuseppe Toscani

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

In a recent article a generalization of the binomial distribution associated with a sequence of positive numbers was examined. The analysis of the nonnegativeness of the formal expressions was a key-point to allow to give them a statistical…

Mathematical Physics · Physics 2015-06-04 H. Bergeron , E. M. F. Curado , J. P. Gazeau , Ligia M. C. S. Rodrigues

In this paper, we draw attention to a promising yet slightly underestimated measure of variability - the Gini coefficient. We describe two new ways of defining and interpreting this parameter. Using our new representations, we compute the…

Statistics Theory · Mathematics 2022-10-13 Marta Milewska , Remco van der Hofstad , Bert Zwart

Consider informative selection of a sample from a finite population. Responses are realized as independent and identically distributed (i.i.d.) random variables with a probability density function (p.d.f.) f, referred to as the…

Statistics Theory · Mathematics 2012-11-26 Daniel Bonnéry , F. Jay Breidt , François Coquet

Information-theoretic quantities like entropy and mutual information have found numerous uses in machine learning. It is well known that there is a strong connection between these entropic quantities and submodularity since entropy over a…

Machine Learning · Computer Science 2021-03-04 Rishabh Iyer , Ninad Khargonkar , Jeff Bilmes , Himanshu Asnani

This paper proposes a unifying variational approach for proving and extending some fundamental information theoretic inequalities. Fundamental information theory results such as maximization of differential entropy, minimization of Fisher…

Information Theory · Computer Science 2016-02-05 Sangwoo Park , Erchin Serpedin , Khalid Qaraqe

Different strategies of reliability theory for the analysis of coherent systems have been studied by various researchers. Here, the Gini-type index is utilized as an applicable tool for the study and comparison of the ageing properties of…

Data Analysis, Statistics and Probability · Physics 2021-03-23 Motahareh Parsa , Antonio Di Crescenzo , Hadi Jabbari
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