Bayesian Estimation of Variance-Based Information Measures and Their Application to Testing Uniformity

Article Statistics & Probability

Dispersion indices based on Kerridge inaccuracy measure and Kullback-Leibler divergence

Narayanaswamy Balakrishnan et al.

Summary: In this article, a new dispersion index named varentropy is introduced as a measure of information. New measures of variability based on two measures of uncertainty, Kerridge inaccuracy measure and Kullback-Leibler divergence, are proposed. The generating functions and infinite series representations of these measures are considered. The properties, bounds, and illustrative examples of the new measures are presented in detail. Lastly, the application of Kullback-Leibler divergence and its dispersion index using the mean-variance rule is demonstrated.

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS (2023)

添加到收藏夹

Article Computer Science, Interdisciplinary Applications

Varentropy estimators with applications in testing uniformity

Hadi Alizadeh Noughabi et al.

Summary: Recently, Di Crescenzo and Paolillo, as well as Maadani et al., applied varentropy in reliability theory. This article introduces estimators for the varentropy of a continuous random variable, presents their properties and compares them in terms of mean squared error. The proposed estimators are then applied to construct tests for uniformity, with reported percentage points and power values against seven alternatives. Simulation results demonstrate good performance of the tests in terms of power.

JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION (2023)

添加到收藏夹

Article Statistics & Probability

Extropy of order statistics applied to testing symmetry

Hadi Alizadeh Noughabi et al.

Summary: The extropy of order statistics is used to construct a test statistic for symmetry, which has the advantage of not requiring the estimation of the center of symmetry. By conducting a simulation study and analyzing a real dataset, it is found that the proposed test is more powerful than other tests for a variety of alternative asymmetric distributions.

COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION (2022)

添加到收藏夹

Article Statistics & Probability

Kullback-Leibler divergence for Bayesian nonparametric model checking

Luai Al-Labadi et al.

Summary: Bayesian nonparametric statistics is a heavily researched area, with ongoing efforts to develop procedures for model checking using the Dirichlet process and Kullback-Leibler divergence. The approach proposed in this paper combines these tools along with the relative belief ratio to provide a concrete solution to the challenges posed by the discreteness of the Dirichlet process. Monte Carlo studies and real data examples demonstrate the excellent performance of this approach.

JOURNAL OF THE KOREAN STATISTICAL SOCIETY (2021)

添加到收藏夹

Article Physics, Multidisciplinary

Results on Varextropy Measure of Random Variables

Nastaran Marzban Vaselabadi et al.

Summary: In this paper, a new measure of uncertainty called varextropy is introduced and its properties in random variables and various models are discussed. Conditional varextropy and a new stochastic comparison method called varextropy ordering are also studied in this paper.

ENTROPY (2021)

添加到收藏夹

Article Statistics & Probability