Bayesian estimation of extropy and goodness of fit tests

被引：14

作者：

Al-Labadi, Luai ^{[1
]}

Berry, Sean ^{[1
]}

机构：

[1] Univ Toronto Mississauga, Dept Math & Computat Sci, Mississauga, ON L5L 1C6, Canada

来源：

JOURNAL OF APPLIED STATISTICS | 2022年 / 49卷 / 02期

关键词：

Bayesian non-parametric; Dirichlet process; entropy; extropy; relative belief ratio; DIRICHLET PROCESS; SIMULATION;

D O I：

10.1080/02664763.2020.1812545

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Extropy, a complementary dual of entropy, is considered in this paper. A Bayesian approach based on the Dirichlet process is proposed for the estimation of extropy. A goodness of fit test is also developed. Many theoretical properties of the procedure are derived. Several examples are discussed to illustrate the approach.

引用

页码：357 / 370

页数：14

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