Zobrazeno 1 - 10
of 245
pro vyhledávání: '"Kayal, Suchandan"'
Autor:
Saha, Shital, Kayal, Suchandan
We introduce two uncertainty measures, say weighted past varentropy (WPVE) and weighted paired dynamic varentropy (WPDVE). Several properties have been studied for these proposed measures. The effect of the monotone transformation for these measures
Externí odkaz:
http://arxiv.org/abs/2405.06428
In this paper, we propose R\'enyi information generating function (RIGF) and discuss its various properties. The relation between the RIGF and Shannon entropy of order $q>0$ is established. Several bounds are obtained. The RIGF of escort distribution
Externí odkaz:
http://arxiv.org/abs/2401.04418
In this paper, we consider two finite mixture models (FMMs), with inverted-Kumaraswamy distributed components' lifetimes. Several stochastic ordering results between the FMMs have been obtained. Mainly, we focus on three different cases in terms of t
Externí odkaz:
http://arxiv.org/abs/2311.17568
Autor:
Saha, Shital, Kayal, Suchandan
In this work, we propose extropy measures based on density copula, distributional copula, and survival copula, and explore their properties. We study the effect of monotone transformations for the proposed measures and obtain bounds. We establish con
Externí odkaz:
http://arxiv.org/abs/2311.08061
Autor:
Saha, Shital, Kayal, Suchandan
In this work, we propose two information generating functions: general weighted information and relative information generating functions, and study their properties. { It is shown that the general weighted information generating function (GWIGF) is
Externí odkaz:
http://arxiv.org/abs/2305.18746
Autor:
Saha, Shital, Kayal, Suchandan
In information theory, it is of recent interest to study variability of the uncertainty measures. In this regard, the concept of varentropy has been introduced and studied by several authors in recent past. In this communication, we study the weighte
Externí odkaz:
http://arxiv.org/abs/2305.00852
In this communication, we introduce a new statistical model and study its various mathematical properties. The expressions for hazard rate, reversed hazard rate, and odd functions are provided. We explore the asymptotic behaviors of the density and h
Externí odkaz:
http://arxiv.org/abs/2304.10788
Autor:
Dutta, Subhankar, Kayal, Suchandan
In this article, we consider statistical inference based on dependent competing risks data from Marshall-Olkin bivariate Weibull distribution. The maximum likelihood estimates of the unknown model parameters have been computed by using the Newton-Rap
Externí odkaz:
http://arxiv.org/abs/2304.09638
Autor:
Kayal, Suchandan, Patra, Lakshmi Kanta
In the present work, we have investigated the problem of estimating parameters of several exponential distributions with ordered scale parameters under the linex loss function. We have considered estimating ordered scale parameters when the location
Externí odkaz:
http://arxiv.org/abs/2302.03428