相关论文: On extropy of past lifetime distribution

In this paper, a new exponential and logarithm related to the non-extensive statistical physics is proposed by using the q-sum and q-product which satisfy the distributivity. And we discuss the q-mapping from an ordinary probability to…

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…

Accounting for the non-normality of asset returns remains challenging in robust portfolio optimization. In this article, we tackle this problem by assessing the risk of the portfolio through the "amount of randomness" conveyed by its…

We present a comprehensive investigation of $\epsilon$-entropy, $h(\epsilon)$, in dynamical systems, stochastic processes and turbulence. Particular emphasis is devoted on a recently proposed approach to the calculation of the…

We address the excess entropy, which is a measure of complexity for stationary time series, from the ordinal point of view. We show that the permutation excess entropy is equal to the mutual information between two adjacent semi-infinite…

In this paper, a new three-parameter lifetime distribution is introduced and many of its standard properties are discussed. These include shape of the probability density function, hazard rate function and its shape, quantile function,…

Entropy, under a variety of names, has long been used as a measure of diversity in ecology, as well as in genetics, economics and other fields. There is a spectrum of viewpoints on diversity, indexed by a real parameter q giving greater or…

The recent empirical work of Amaya et al. (2015) has pointed out that the realized skewness, which is the sample skewness of intraday high-frequency returns of a financial asset, serves as forecasting future returns in the cross-section.…

We study distributional similarity measures for the purpose of improving probability estimation for unseen cooccurrences. Our contributions are three-fold: an empirical comparison of a broad range of measures; a classification of similarity…

The emergence of a direction of time in statistical mechanics from an underlying time-reversal-invariant dynamics is explained by examining a simple model. The manner in which time-reversal symmetry is preserved and the role of initial…

The concept of entropy, firstly introduced in information theory, rapidly became popular in many applied sciences via Shannon's formula to measure the degree of heterogeneity among observations. A rather recent research field aims at…

In this article we study the problem of quantifying the uncertainty in an experiment with a technical system. We propose new density estimates which combine observed data of the technical system and simulated data from an (imperfect)…

The extreme value dependence of regularly varying stationary time series can be described by the spectral tail process. Drees, Segers and Warchol [Extremes 18(3): 369--402, 2015] proposed estimators of the marginal distributions of this…

As data plays an increasingly pivotal role in decision-making, the emergence of data markets underscores the growing importance of data valuation. Within the machine learning landscape, Data Shapley stands out as a widely embraced method…

What is a question? According to Cox a question can be identified with the set of assertions that constitute possible answers. In this paper we propose a different approach that combines the notion that questions are requests for…

Irreversibility is commonly quantified by entropy production. An external observer can estimate it through measuring an observable that is antisymmetric under time-reversal like a current. We introduce a general framework that, inter alia,…

We address the generalized uncertainty principle in scenarios of successive measurements. Uncertainties are characterized by means of generalized entropies of both the R\'{e}nyi and Tsallis types. Here, specific features of measurements of…

Recently we have demostrated that the nonextensitivity parameter q occuring in some applications of Tsallis statistics (known also as index of the corresponding L\'evy distribution) is, in the q>1 case, given entirely by the fluctuations of…

Based on existing ideas in the field of imprecise probabilities, we present a new approach for assessing the reliability of the individual predictions of a generative probabilistic classifier. We call this approach robustness…

Using follower/predecessor/extender set sequences, we define quantities which we call the follower/predecessor/extender entropies, which can be associated to any shift space. We analyze the behavior of these quantities under conjugacies and…