Some properties of weighted survival extropy and its extended measures

We study some properties of weighted survival extropy measure. This is a shift dependent measure and put more weights to the large values of the observed random variable. Then we introduce weighted extended survival extropy and its dynamic version. Various properties of the proposed measures are obtained. Some generalized inequalities related to weighted extended survival extropy are studied. Non-parametric estimators of these measures are proposed and their asymptotic properties are investigated. The performance of the estimators is assessed through a simulation study. Finally, it is shown that weighted survival extropy measure can be used in model discrimination and as an alternative risk measure. Analysis of real life data is considered for illustration.

Automated summary

This paper studies some properties of weighted survival extropy measure, introduces weighted extended survival extropy and its dynamic version, and investigates various properties of the proposed measures. Generalized inequalities related to weighted extended survival extropy are also studied. Non-parametric estimators of these measures are proposed and their asymptotic properties are investigated. The performance of the estimators is assessed through a simulation study. Finally, it is shown that the weighted survival extropy measure can be used in model discrimination and as an alternative risk measure.