On the estimation of extropy |
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Authors: | Hadi Alizadeh Noughabi |
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Affiliation: | Department of Statistics, University of Birjand, Birjand, Iran |
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Abstract: | Recently, Lad, Sanfilippo, and Agro [(2015), ‘Extropy: Complementary Dual of Entropy’, Statistical Science, 30, 40–58.] showed the measure of entropy has a complementary dual, which is termed extropy. The present article introduces some estimators of the extropy of a continuous random variable. Properties of the proposed estimators are stated, and comparisons are made with Qiu and Jia’s estimators [(2018a), ‘Extropy Estimators with Applications in Testing uniformity’, Journal of Nonparametric Statistics, 30, 182–196]. The results indicate that the proposed estimators have a smaller mean squared error than competing estimators. A real example is presented and analysed. |
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Keywords: | Extropy nonparametric kernel density estimation local linear model mean squared error Monte Carlo simulation |
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