Copula-based extropy measures, properties and dependence in bivariate distributions

Fuente: arXiv
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Autori principali: Saha, Shital, Kayal, Suchandan
Natura: Preprint
Pubblicazione: 2023
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author Saha, Shital
Kayal, Suchandan
author_facet Saha, Shital
Kayal, Suchandan
contents In this work, we propose extropy measures based on density copula, distributional copula, and survival copula, and explore their properties. We study the effect of monotone transformations for the proposed measures and obtain bounds. We establish connections between cumulative copula extropy and three dependence measures: Spearman's rho, Kendall's tau, and Blest's measure of rank correlation. Finally, we propose estimators for the cumulative copula extropy and survival copula extropy with an illustration using real life datasets.
format Preprint
id arxiv_https___arxiv_org_abs_2311_08061
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Copula-based extropy measures, properties and dependence in bivariate distributions
Saha, Shital
Kayal, Suchandan
Statistics Theory
In this work, we propose extropy measures based on density copula, distributional copula, and survival copula, and explore their properties. We study the effect of monotone transformations for the proposed measures and obtain bounds. We establish connections between cumulative copula extropy and three dependence measures: Spearman's rho, Kendall's tau, and Blest's measure of rank correlation. Finally, we propose estimators for the cumulative copula extropy and survival copula extropy with an illustration using real life datasets.
title Copula-based extropy measures, properties and dependence in bivariate distributions
topic Statistics Theory
url https://arxiv.org/abs/2311.08061