Copula-based extropy measures, properties and dependence in bivariate distributions
Fuente:
arXiv
Gespeichert in:
| Hauptverfasser: | , |
|---|---|
| Format: | Preprint |
| Veröffentlicht: |
2023
|
| Schlagworte: | |
| Online-Zugang: | |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| _version_ | 1866909214264262656 |
|---|---|
| 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 |