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Extropy estimators with applications in testing uniformity

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  • Guoxin Qiu
  • Kai Jia

Abstract

Two estimators for estimating the extropy of an absolutely continuous random variable with known support were introduced by using spacing. It is shown that the proposed estimators are consistent and their mean square errors are shift invariant. Their behaviours were also studied by means of real data and Monte Carlo simulation. The winner estimator of extropy in the Monte Carlo experiment was used to develop goodness-of-fit test for standard uniform distribution. It is shown that the extropy-based test that we proposed performs well by comparing its powers with that of other tests for uniformity.

Suggested Citation

  • Guoxin Qiu & Kai Jia, 2018. "Extropy estimators with applications in testing uniformity," Journal of Nonparametric Statistics, Taylor & Francis Journals, vol. 30(1), pages 182-196, January.
    • Handle: RePEc:taf:gnstxx:v:30:y:2018:i:1:p:182-196
    DOI: 10.1080/10485252.2017.1404063
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    References listed on IDEAS

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    1. Qiu, Guoxin, 2017. "The extropy of order statistics and record values," Statistics & Probability Letters, Elsevier, vol. 120(C), pages 52-60.
    2. Furuichi, Shigeru & Mitroi, Flavia-Corina, 2012. "Mathematical inequalities for some divergences," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(1), pages 388-400.
    3. Ebrahimi, Nader & Pflughoeft, Kurt & Soofi, Ehsan S., 1994. "Two measures of sample entropy," Statistics & Probability Letters, Elsevier, vol. 20(3), pages 225-234, June.
    4. Lee, Sangyeol & Vonta, Ilia & Karagrigoriou, Alex, 2011. "A maximum entropy type test of fit," Computational Statistics & Data Analysis, Elsevier, vol. 55(9), pages 2635-2643, September.
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    Cited by:

    1. Islam A. Husseiny & Metwally A. Alawady & Salem A. Alyami & Mohamed A. Abd Elgawad, 2023. "Measures of Extropy Based on Concomitants of Generalized Order Statistics under a General Framework from Iterated Morgenstern Family," Mathematics, MDPI, vol. 11(6), pages 1-17, March.
    2. Jose, Jitto & Abdul Sathar, E.I., 2019. "Residual extropy of k-record values," Statistics & Probability Letters, Elsevier, vol. 146(C), pages 1-6.
    3. Kattumannil, Sudheesh K. & E.P., Sreedevi, 2022. "Non-parametric estimation of cumulative (residual) extropy," Statistics & Probability Letters, Elsevier, vol. 185(C).
    4. Rajesh, Richu & G., Rajesh & Sunoj, S.M., 2022. "Kernel estimation of extropy function under length-biased sampling," Statistics & Probability Letters, Elsevier, vol. 181(C).

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