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Some Reliability Properties of Extropy and its Related Measures Using Quantile Function

Author

Listed:
  • Aswathy S. Krishnan

    (Cochin University of Science and Technology)

  • S. M. Sunoj

    (Cochin University of Science and Technology)

  • P. G. Sankaran

    (Cochin University of Science and Technology)

Abstract

Extropy is a recent addition to the family of information measures as a complementary dual of Shannon entropy, to measure the uncertainty contained in a probability distribution of a random variable. A probability distribution can be specified either in terms of the distribution function or by the quantile function. In many applied works, there do not have any tractable distribution function but the quantile function exists, where a study on the quantile-based extropy are of importance. The present paper thus focuses on deriving some properties of extropy and its related measures using quantile function. Some ordering relations of quantile-based residual extropy are presented. We also introduce the quantile-based extropy of order statistics and cumulative extropy and studied its properties. Some applications of empirical estimation of quantile-based extropy using simulation and real data analysis are investigated.

Suggested Citation

  • Aswathy S. Krishnan & S. M. Sunoj & P. G. Sankaran, 2020. "Some Reliability Properties of Extropy and its Related Measures Using Quantile Function," Statistica, Department of Statistics, University of Bologna, vol. 80(4), pages 413-437.
    • Handle: RePEc:bot:rivsta:v:80:y:2020:i:4:p:413-437
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