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Superquantile function of order n and their applications in reliability and entropy

Author

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  • Nair, N. Unnikrishnan
  • Sunoj, S.M.
  • Subhash, Silpa

Abstract

The superquantile function enjoys many more desirable properties than the conventional quantile function and as such may be considered as an alternative to the distribution function in probability calculus. It is expressed in terms of the mean life function and is used iteratively to construct a hierarchy of quantile functions. The sequence of the quantile function so obtained is used to develop the characterization results. The implications of the superquantile function in the context of explaining the vitality of an organism or unit are exploited to find the application to reliability analysis. Some applications to analysing cumulative residual entropy are also discussed.

Suggested Citation

  • Nair, N. Unnikrishnan & Sunoj, S.M. & Subhash, Silpa, 2025. "Superquantile function of order n and their applications in reliability and entropy," Statistics & Probability Letters, Elsevier, vol. 225(C).
    • Handle: RePEc:eee:stapro:v:225:y:2025:i:c:s0167715225001026
    DOI: 10.1016/j.spl.2025.110457
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    References listed on IDEAS

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    1. Muliere, Pietro & Scarsini, Marco, 1989. "A note on stochastic dominance and inequality measures," Journal of Economic Theory, Elsevier, vol. 49(2), pages 314-323, December.
    2. Rockafellar, R.T. & Royset, J.O. & Miranda, S.I., 2014. "Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk," European Journal of Operational Research, Elsevier, vol. 234(1), pages 140-154.
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