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Interval extropy and weighted interval extropy

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Abstract

Recently, Extropy was introduced by Lad, Sanfilippo and Agrò as a complement dual of Shannon Entropy. In this paper, we propose dynamic versions of Extropy for doubly truncated random variables as measures of uncertainty called Interval Extropy and Weighted Interval Extropy. Some characterizations of random variables related to these new measures are given. Several examples are shown. These measures are evaluated under the effect of linear transformations and, finally, some bounds for them are presented.

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Acknowledgements

Francesco Buono and Maria Longobardi are members of the research group GNAMPA of INdAM (Istituto Nazionale di Alta Matematica), are partially supported by MIUR—PRIN 2017, project “Stochastic Models for Complex Systems”, No. 2017 JFFHSH. The present work was developed within the activities of the project 000009_ALTRI_CDA_75_2021_FRA_LINEA_B_SIMONELLI funded by “Programma per il finanziamento della ricerca di Ateneo - Linea B” of the University of Naples Federico II.

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Author notes

  1. Francesco Buono, Osman Kamari and Maria Longobardi have contributed equally to this work.

Authors and Affiliations

  1. Dipartimento di Matematica e Applicazioni “Renato Caccioppoli”, Università degli Studi di Napoli Federico II, Naples, Italy

    Francesco Buono

  2. Department of Business Management, University of Human Development, Sulaymaniyah, Iraq

    Osman Kamari

  3. Dipartimento di Biologia, Università degli Studi di Napoli Federico II, Naples, Italy

    Maria Longobardi

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  1. Francesco Buono
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  2. Osman Kamari
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  3. Maria Longobardi
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Correspondence to Francesco Buono.

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Buono, F., Kamari, O. & Longobardi, M. Interval extropy and weighted interval extropy. Ricerche mat 72, 283–298 (2023). https://doi.org/10.1007/s11587-021-00678-x

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