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相关论文: On Relative Cumulative Residual Information Measur…

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In recent years, there has been a growing interest in information measures that quantify inaccuracy and uncertainty in systems. In this paper, we introduce a novel concept called the Weighted Fractional Cumulative Residual Inaccuracy…

统计理论 · 数学 2026-02-24 Aman Pandey , Chanchal Kundu

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…

概率论 · 数学 2026-03-18 Stathis Chadjiconstantinidis , Apostolos Bozikas

We propose a function-valued evaluation metric for generative models based on the relative density ratio (RDR) designed to characterize distributional differences between real and generated samples. As an evaluation metric, the RDR function…

统计方法学 · 统计学 2025-12-29 Yuliang Xu , Yun Wei , Li Ma

The density ratio model (DRM) is a semiparametric model that relates the distributions from multiple samples to a nonparametrically defined reference distribution via exponential tilting, with finite-dimensional parameters governing their…

统计方法学 · 统计学 2025-11-13 James Hugh McVittie , Archer Gong Zhang

This study explores information measures based on extropy, introducing dynamic relative extropy measures for residual and past lifetimes, and investigating their various properties. Furthermore, the study analyzes the relationships between…

应用统计 · 统计学 2025-03-11 Saranya P. , Sunoj S. M.

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…

信息论 · 计算机科学 2023-10-12 Marco Capaldo , Antonio Di Crescenzo , Alessandra Meoli

Shi and Tsai (JRSSB, 2002) proposed an interesting residual information criterion (RIC) for model selection in regression. Their RIC was motivated by the principle of minimizing the Kullback-Leibler discrepancy between the residual…

统计方法学 · 统计学 2007-11-14 Chenlei Leng

In this work, we study the properties of cumulative residual entropy generating function. We then introduce dynamic cumulative residual entropy generating function (DCREGF). It is shown that the DCREGF determines the distribution uniquely.…

统计理论 · 数学 2022-11-11 Smitha S. , Sudheesh K. K. , Sreedevi E. P.

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…

统计理论 · 数学 2025-12-03 Naresh Garg , Isha Dewan , Sudheesh Kumar Kattumannil

In this article, we propose two classes of relative information measures based on extropy, viz., the generalized extropy similarity ratio (GESR) and generalized extropy divergence ratio (GEDR), that measure the similarity and discrepancy…

统计方法学 · 统计学 2025-08-20 Saranya P. , Sunoj S. M

This article introduces novel measures of inaccuracy and divergence based on survival extropy and their dynamic forms and explores their properties and applications. To address the drawbacks of asymmetry and range limitations, we introduce…

应用统计 · 统计学 2024-10-31 Saranya P. , Sunoj S. M

Clinical risk prediction models are regularly updated as new data, often with additional covariates, become available. We propose CARE (Convex Aggregation of relative Risk Estimators) as a general approach for combining existing "external"…

The aim of this work is to study risk measures generated by distortion functions in a dynamic discrete time setup, and to investigate the corresponding dynamic coherent acceptability indices (DCAIs) generated by families of such risk…

风险管理 · 定量金融 2023-09-11 Tomasz R. Bielecki , Igor Cialenco , Hao Liu

Recently, an alternative measure of uncertainty called cumulative residual extropy (CREX) was proposed by Jahanshahi et al. (2019). In this paper, we consider uncertainty measures of minimum ranked set sampling procedure with unequal…

统计理论 · 数学 2020-08-21 Mohammad Reza Kazemia , Saeid Tahmasebib , Camilla Calì , Maria Longobardi

Composite endpoints, which combine two or more distinct outcomes, are frequently used in clinical trials to enhance the event rate and improve the statistical power. In the recent literature, the while-alive cumulative frequency measure…

统计方法学 · 统计学 2025-11-14 Xi Fang , Hajime Uno , Fan Li

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…

统计理论 · 数学 2024-12-04 Sankaran P. G. , Sunoj S. M. , Pavithra Hariharan

Alpha-based performance evaluation may fail to capture correlated residuals due to model errors. This paper proposes using the Generalized Information Ratio (GIR) to measure performance under misspecified benchmarks. Motivated by the…

投资组合管理 · 定量金融 2018-04-24 Zhongzhi Lawrence He

Resilience is a key driver for planning adaptation strategies to mitigate risks due to both natural and anthropogenic hazards. The effectiveness of a resilience-driven decision-making strategy for adapting systems against stressors depends…

系统与控制 · 电气工程与系统科学 2022-07-19 Lamis Amer , Murat Erkoc , Esber Andiroglu , Nurcin Celik

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…

统计理论 · 数学 2020-03-25 Antonio Di Crescenzo , Luca Paolillo

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…

统计方法学 · 统计学 2025-02-03 M. Hashempour , M. R. Kazemi
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