Weighted fractional generalized cumulative past entropy and its properties
Let \(K\) be the cumulative distribution function of a random variable \(X\) with support \((0,s)\). The authors define the weighted fractional generalized cumulative past entropy (WFGCPE) with \(\operatorname{CPE}_\gamma ^\psi (X) = \frac{1}{{\Gamma (\gamma + 1)}}\int_0^s {\psi (x)K(x){{[ - \ln K(x)]}^\gamma }dx} \), \(\gamma > 0\), derive for it some bounds and stochastic orders, show connection of the proposed measure with the left-sided Riemann-Liouville fractional integral, consider it for the proportional reversed hazard rate model and propose a nonparametric estimator based on an empirical distribution function. The empirical estimator of WFGCPE is compared with the standard deviation and Gini's mean difference for exponential distribution using stock prices in Japan (225), USA (Nashdaq), India (Nifty50), and France (Cac40) during the Russia-Ukraine war using data from ``\url{https://finance.yahoo.com/}.
- Fractional generalized cumulative entropy and its dynamic version
- Properties for generalized cumulative past measures of information
- An extension of weighted generalized cumulative past measure of information
- Some Results on Weighted Cumulative Entropy
- Bivariate extension of generalized cumulative past entropy
- A Mathematical Theory of Communication
- A probabilistic analogue of the mean value theorem and its applications to reliability theory
- A shift-dependent generalized cumulative entropy of order n
- An extension of weighted generalized cumulative past measure of information
- Cumulative Residual Entropy: A New Measure of Information
- Entropies based on fractional calculus
- Extensive generalization of statistical mechanics based on incomplete information theory
- Fractional cumulative residual entropy
- Fractional generalized cumulative entropy and its dynamic version
- Further results on the generalized cumulative entropy
- scientific article; zbMATH DE number 438987 (Why is no real title available?)
- scientific article; zbMATH DE number 439383 (Why is no real title available?)
- scientific article; zbMATH DE number 3173999 (Why is no real title available?)
- scientific article; zbMATH DE number 5125565 (Why is no real title available?)
- scientific article; zbMATH DE number 3233336 (Why is no real title available?)
- Jensen-information generating function and its connections to some well-known information measures
- Modeling failure time data by lehman alternatives
- New generalisations of Gruss inequality using Riemann-Liouville fractional integrals
- On cumulative entropies
- ON GENERALIZED CUMULATIVE ENTROPIES
- On new inequalities for h-convex functions via Riemann-Liouville fractional integration
- On shift-dependent cumulative entropy measures
- On the k-Riemann-Liouville fractional derivative
- On weighted cumulative residual entropy
- On weighted generalized cumulative residual entropy of order \(n\)
- On weighted generalized entropy
- Possible generalization of Boltzmann-Gibbs statistics.
- Proportional reversed hazard rate model and its applications
- Some results on the proportional reversed hazards model
- Weighted entropy
- Weighted Renyi's entropy for lifetime distributions
- Weyl and Marchaud derivatives: a forgotten history
- Fractional generalized cumulative entropy and its dynamic version
- An extension of weighted generalized cumulative past measure of information
- Bivariate extension of generalized cumulative past entropy
- Some Results on Weighted Cumulative Entropy
- Results on a generalized fractional cumulative entropy
- Generalized fractional entropy functions with an application in hierarchical clustering
- Fractional cumulative residual inaccuracy information measure and its extensions with application to chaotic maps
- Jensen-detrended cross-correlation function for non-stationary time series with application to Latin American stock markets
- Weighted cumulative past inaccuracy measure of bivariate models
- On the study of (dynamic) weighted fractional generalized cumulative residual inaccuracy with applications
- Weighted cumulative information generating functions
This page was built for publication: Weighted fractional generalized cumulative past entropy and its properties
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6176162)
