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Survival extropy, which quantifies the uncertainty associated with the remaining lifetime distribution, provides an information-theoretic perspective on survival behavior. We consider a divergence measure based on survival extropy and…

Statistics Theory · Mathematics 2025-12-03 Naresh Garg , Isha Dewan , Sudheesh Kumar Kattumannil

The Shannon entropy, and related quantities such as mutual information, can be used to quantify uncertainty and relevance. However, in practice, it can be difficult to compute these quantities for arbitrary probability distributions,…

Computation · Statistics 2017-10-11 Brendon J. Brewer

The extropy measure, first proposed by Lad, Sanfilippo, and Agro in their (2015) paper in Statistical Science, has attracted considerable attention in recent years. Our study introduces a fresh approach to representing weighted extropy in…

Statistics Theory · Mathematics 2024-05-21 Pradeep Kumar Sahu , Nitin Gupta

In this work, we consider a recently proposed entropy S (called varentropy) defined by a variational relationship dI=beta*(d<x>-<dx>) as a measure of uncertainty of random variable x. By definition, varentropy underlies a generalized…

Statistical Mechanics · Physics 2020-10-28 C. J. Ou , A. El Kaabouchi , L. Nivanen , F. Tsobnang , A. Le Méhauté , Qiuping A. Wang

Envelope methodology can provide substantial efficiency gains in multivariate statistical problems, but in some applications the estimation of the envelope dimension can induce selection volatility that may mitigate those gains. Current…

Methodology · Statistics 2017-04-17 Daniel J. Eck , R. Dennis Cook

In this paper, we consider the concept of the residual inaccuracy measure and extend it to its weighted version based on extropy. Properties of this measure are studied and the discrimination principle is applied in the class of…

Methodology · Statistics 2025-02-03 M. Hashempour , M. R. Kazemi

In this paper, we introduce a flexible and widely applicable nonparametric entropy-based testing procedure that can be used to assess the validity of simple hypotheses about a specific parametric population distribution. The testing…

Econometrics · Economics 2022-01-19 Ron Mittelhammer , George Judge , Miguel Henry

Parametric statistical methods play a central role in analyzing risk through its underlying frequency and severity components. Given the wide availability of numerical algorithms and high-speed computers, researchers and practitioners often…

Applications · Statistics 2025-06-17 Michael R. Powers , Jiaxin Xu

We propose two classes of nonparametric point estimators of $\theta=P(X<Y)$ in the case where $(X,Y)$ are paired, possibly dependent, absolutely continuous random variables. The proposed estimators are based on nonparametric estimators of…

Methodology · Statistics 2013-03-27 J. A. Montoya , F. J. Rubio

Entropy is the measure of uncertainty in any data and is adopted for maximisation of mutual information in many remote sensing operations. The availability of wide entropy variations motivated us for an investigation over the suitability…

Computer Vision and Pattern Recognition · Computer Science 2014-05-26 S. K. Katiyar , P. V. Arun

Entropy has emerged as a dynamic, interdisciplinary, and widely accepted quantitative measure of uncertainty across different disciplines. A unified understanding of entropy measures, supported by a detailed review of their theoretical…

Probability · Mathematics 2025-03-21 Naveen Kumar , Ambesh Dixit , Vivek Vijay

Outer measures can be used for statistical inference in place of probability measures to bring flexibility in terms of model specification. The corresponding statistical procedures such as Bayesian inference, estimators or hypothesis…

Statistics Theory · Mathematics 2020-05-05 Jeremie Houssineau , Neil K. Chada , Emmanuel Delande

Entropy estimation plays a crucial role in various fields, such as information theory, statistical data science, and machine learning. However, traditional entropy estimation methods often struggle with complex data distributions.…

Methodology · Statistics 2025-05-16 Luca Scrucca

We investigate distributional properties of a class of spectral spatial statistics under irregular sampling of a random field that is defined on $\mathbb{R}^d$, and use this to obtain a test for isotropy. Within this context, edge effects…

Statistics Theory · Mathematics 2024-01-17 Theresa Eckle , Anne van Delft , Holger Dette

Based on the q-exponential distribution which has been observed in more and more physical systems, the varentropy method is used to derive the uncertainty measure of such an abnormal distribution function. The uncertainty measure obtained…

Mathematical Physics · Physics 2010-09-07 Congjie Ou , Aziz El Kaabouchi , Qiuping A. Wang , Jincan Chen

When using the bootstrap in the presence of measurement error, we must first estimate the target distribution function; we cannot directly resample, since we do not have a sample from the target. These and other considerations motivate the…

Statistics Theory · Mathematics 2008-10-28 Peter Hall , Soumendra N. Lahiri

An updated review [1] of nonextensive statistical mechanics and thermodynamics is colloquially presented. Quite naturally the possibility emerges for using the value of q-1 (entropic nonextensivity) as a simple and efficient manner to…

Statistical Mechanics · Physics 2007-05-23 Constantino Tsallis

Entropy is useful in statistical problems as a measure of irreversibility, randomness, mixing, dispersion, and number of microstates. However, there remains ambiguity over the precise mathematical formulation of entropy, generalized beyond…

Statistical Mechanics · Physics 2023-08-21 Vladimir Zhdankin

In the past six years, a considerable attention has been given to the extropy measure proposed by Lad et al. (2015). Weighted Extropy of Ranked Set Sampling was studied and compared with simple random sampling by Qiu et al. (2022). The…

Statistics Theory · Mathematics 2022-07-06 Nitin Gupta , Santosh Kumar Chaudhary

Estimating information-theoretic quantities such as entropy and mutual information is central to many problems in statistics and machine learning, but challenging in high dimensions. This paper presents estimators of entropy via inference…

Machine Learning · Statistics 2022-12-13 Feras A. Saad , Marco Cusumano-Towner , Vikash K. Mansinghka