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Negative cumulative extropy of uncertain variables with applications.

Authors :
Tahmasebi, Saeid
Ghimatgar, Hojat
Ahmadzade, Hamed
Source :
Communications in Statistics: Theory & Methods. Aug2024, p1-14. 14p.
Publication Year :
2024

Abstract

AbstractRecently, a measure of uncertainty termed by negative cumulative extropy (NCEX) is proposed by Tahmasebi and Toomaj (2022). It is a flexible extension of extropy measure which was proposed by Lad, Sanfilippo, and Agro (2015). To measure the uncertainty of uncertain variables, in this article, we propose the concept of NCEX through uncertainty distributions. Some properties of NCEX are derived, and some practical examples of uncertain variables are given. Several basic theorems are proposed. A formula of cross-extropy is defined via inverse uncertainty distributions. We also delve into a pattern recognition problem to highlight the importance of cross-extropy. Finally, applications to portfolio selection and signal processing are presented. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03610926
Database :
Academic Search Index
Journal :
Communications in Statistics: Theory & Methods
Publication Type :
Academic Journal
Accession number :
178905100
Full Text :
https://doi.org/10.1080/03610926.2024.2385589