基于分位数的动态生存外向性及其应用

IF 0.7 4区数学 Q2 MATHEMATICS

Hacettepe Journal of Mathematics and Statistics Pub Date : 2023-10-31 DOI:10.15672/hujms.823331

Amir Hamzeh KHAMMAR, Seyyed Mahdi AMİR JAHANSHAHİ, Hassan ZAREİ

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引用次数: 0

摘要

累积剩余外向性是一种与绝对连续累积分布函数中的外向性平行的不确定性测度。这种测量的动态版本被称为动态生存外向性。本文用分位数函数法研究了动态生存外向性的一些性质。与动态生存外向性不同，基于分位数的动态生存外向性通过简单的关系唯一地确定分位数密度函数。我们还将基于分位数的动态生存外向性的定义扩展到有序统计量。最后，给出了一种新的基于分位数的不确定性测度作为风险测度的应用。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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On Quantile-Based Dynamic Survival Extropy and its Applications

The cumulative residual extropy is an uncertainty measure that parallels extropy in an absolutely continuous cumulative distribution function. The dynamic version of this measure is known as dynamic survival extropy. In this paper, we study some properties of the dynamic survival extropy using quantile function approach. Unlike the dynamic survival extropy, the quantile-based dynamic survival extropy determines the quantile density function uniquely through a simple relationship. We also extend the definition of quantile-based dynamic survival extropy into order statistics. Finally, an application of new quantile-based uncertainty measure as a risk measure is derived.

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来源期刊

Hacettepe Journal of Mathematics and Statistics 数学-数学

CiteScore

1.70

自引率

0.00%

发文量

100

审稿时长

6-12 weeks

期刊介绍： Hacettepe Journal of Mathematics and Statistics covers all aspects of Mathematics and Statistics. Papers on the interface between Mathematics and Statistics are particularly welcome, including applications to Physics, Actuarial Sciences, Finance and Economics. We strongly encourage submissions for Statistics Section including current and important real world examples across a wide range of disciplines. Papers have innovations of statistical methodology are highly welcome. Purely theoretical papers may be considered only if they include popular real world applications.