Quantile-based cumulative past extropy of record values
Here, a quantile-based framework for analyzing the extropy of record values and its properties is investigated. A nonparametric estimator is developed and evaluated using standard lifetime distributions with decreasing reversed hazard rate. Let \(F(t)\) denote the cumulative distribution function of the nonnegative random variable \(Y\). The dynamic cumulative past extropy (DCPEx) of \(Y\) is defined for \(t\ge 0\) by \(J(Y,t)=\frac{-1}{2{{F}^{2}}(t)}\int\limits_{0}^{t}{{{F}^{2}}(y)dy}\). The authors propose a quantile-based formulation of DCPEx and explore its properties, e.g. it allows computation of quantile density functions for random variables, which do not have closed-form distribution functions but have closed-form quantile functions. The practical use of the proposed measure is demonstrated by applying it to two real datasets -- a dataset of first failures (in months) of 20 electric carts (with image of R-code) and measurements of 4 air pollutants in New York City in 2014-2024; both are presented using the Govindarajulu (in the paper is used the form `Govindarajalu') distribution [\textit{Z. Govindarajulu}, J. Stat. Plann. Inference 4, 237--247 (1980; Zbl 0452.62012)].
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