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Non-parametric estimation of cumulative (residual) extropy

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  • Kattumannil, Sudheesh K.
  • E.P., Sreedevi

Abstract

We obtain simple estimators of cumulative (residual) extropy for complete and right censored data and study their properties. A Monte Carlo simulation study is conducted to evaluate the finite sample performance of the estimators. Finally, we establish the relationship between different extropy measures and reliability concepts.

Suggested Citation

  • Kattumannil, Sudheesh K. & E.P., Sreedevi, 2022. "Non-parametric estimation of cumulative (residual) extropy," Statistics & Probability Letters, Elsevier, vol. 185(C).
  • Handle: RePEc:eee:stapro:v:185:y:2022:i:c:s0167715222000414
    DOI: 10.1016/j.spl.2022.109434
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    References listed on IDEAS

    as
    1. Qiu, Guoxin, 2017. "The extropy of order statistics and record values," Statistics & Probability Letters, Elsevier, vol. 120(C), pages 52-60.
    2. Somnath Datta & Dipankar Bandyopadhyay & Glen A. Satten, 2010. "Inverse Probability of Censoring Weighted U‐statistics for Right‐Censored Data with an Application to Testing Hypotheses," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(4), pages 680-700, December.
    3. 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.
    4. E. I. Abdul Sathar & Dhanya Nair R., 2021. "On dynamic survival extropy," Communications in Statistics - Theory and Methods, Taylor & Francis Journals, vol. 50(6), pages 1295-1313, March.
    5. Kattumannil, Sudheesh K. & Dewan, Isha & N., Sreelaksmi, 2021. "Non-parametric estimation of Gini index with right censored observations," Statistics & Probability Letters, Elsevier, vol. 175(C).
    6. Qiu, Guoxin & Jia, Kai, 2018. "The residual extropy of order statistics," Statistics & Probability Letters, Elsevier, vol. 133(C), pages 15-22.
    7. Jose, Jitto & Abdul Sathar, E.I., 2019. "Residual extropy of k-record values," Statistics & Probability Letters, Elsevier, vol. 146(C), pages 1-6.
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