QUANTILE-BASED STUDY OF (DYNAMIC) INACCURACY MEASURES

被引：7

作者：

Kayal, Suchandan ^{[1
]}

Moharana, Rajesh ^{[1
]}

Sunoj, S. M. ^{[2
]}

机构：

[1] Natl Inst Technol Rourkela, Dept Math, Rourkela 769008, India

[2] Cochin Univ Sci & Technol, Dept Stat, Cochin 682022, Kerala, India

来源：

PROBABILITY IN THE ENGINEERING AND INFORMATIONAL SCIENCES | 2020年 / 34卷 / 02期

关键词：

bounds; characterization; Kerridge's inaccuracy measure; likelihood ratio quantile order; quantile function; TSALLIS ENTROPY;

D O I：

10.1017/S0269964819000019

中图分类号：

T [工业技术];

学科分类号：

08 ;

摘要：

In the present communication, we introduce quantile-based (dynamic) inaccuracy measures and study their properties. Such measures provide an alternative approach to evaluate inaccuracy contained in the assumed statistical models. There are several models for which quantile functions are available in tractable form, though their distribution functions are not available in explicit form. In such cases, the traditional distribution function approach fails to compute inaccuracy between two random variables. Various examples are provided for illustration purpose. Some bounds are obtained. Effect of monotone transformations and characterizations are provided.

引用

页码：183 / 199

页数：17

共 26 条

[1]

[Anonymous], 2000, Statistical modelling with quantile functions

[2] The reversed hazard rate function [J].