相关论文: On extropy of past lifetime distribution
We introduce derangetropy, a novel functional measure designed to characterize the dynamics of information within probability distributions. Unlike scalar measures such as Shannon entropy, derangetropy offers a functional representation…
The investor is interested in the expected return and he is also concerned about the risk and the uncertainty assumed by the investment. One of the most popular concepts used to measure the risk and the uncertainty is the variance and/or…
The additional information carried by an enlarged filtration and its measurement was studied by several authors. Already Meyer (Sur un theoreme de J. Jacod, 1978) and Yor (Entropie d'une partition, et grossissement initial d'une filtration,…
A common statistical situation concerns inferring an unknown distribution Q(x) from a known distribution P(y), where X (dimension n), and Y (dimension m) have a known functional relationship. Most commonly, n<m, and the task is relatively…
In this paper we propose a new lifetime model, called the odd generalized exponential linear failure rate distribution. Some statistical properties of the proposed distribution such as the moments, the quantiles, the median, and the mode…
This paper presents a data-driven framework for uncertainty propagation under unmeasured or statistically unmodeled (unstructured) disturbances. We consider residual disturbances, which consolidate all unstructured disturbances into a…
In this work, we propose estimators for the uncertainty in mean residual times that require, for their evaluation, statistically independent individual residence times obtained from a discrete time process. We examine their performance…
Quantum uncertainty relations are formulated in terms of relative entropy between distributions of measurement outcomes and suitable reference distributions with maximum entropy. This type of entropic uncertainty relation can be applied…
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…
We introduce an ambidextrous view of stochastic dynamical systems, comparing their forward-time and reverse-time representations and then integrating them into a single time-symmetric representation. The perspective is useful theoretically,…
The ultimate purpose of the statistical analysis of ordinal patterns is to characterize the distribution of the features they induce. In particular, knowing the joint distribution of the pair Entropy-Statistical Complexity for a large class…
Expectile bears some interesting properties in comparison to the industry wide expected shortfall in terms of assessment of tail risk. We study the relationship between expectile and expected shortfall using duality results and the link to…
For control systems in discrete time, this paper discusses measure-theoretic invariance entropy for a subset Q of the state space with respect to a quasi-stationary measure obtained by endowing the control range with a probability measure.…
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…
Entropy creation rate is introduced for a system interacting with thermostats ({\it i.e.}, in the usual language, for a system subject to internal conservative forces interacting with ``external'' thermostats via conservative forces) and a…
Entropy is one of the key thermodynamic variables reflecting changes in the state of matter. Unlike other thermodynamic variables, it is well-defined also for nonequilibrium steady states through its relation to information. Applying this…
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…
The definition of probabilities in eternally inflating universes requires a measure to regulate the infinite spacetime volume, and much of the current literature uses a global time cutoff for this purpose. Such measures have been found to…
In this paper, we study some properties and characterization of the general weighted cumulative past extropy (n-WCPJ). Many results including some bounds, inequalities, and effects of linear transformations are obtained. We study the…
Recently, the concept of cumulative residual entropy (CRE) has been studied by many researchers in higher dimensions. In this article, we extend the definition of (dynamic) cumulative past entropy (DCPE), a dual measure of (dynamic) CRE, to…