TY - JOUR
T1 - Discussion about inaccuracy measure in information theory using co-copula and copula dual functions
AU - Hosseini, Toktam
AU - Jabbari Nooghabi, Mehdi
N1 - Publisher Copyright:
© 2021 Elsevier Inc.
PY - 2021/5
Y1 - 2021/5
N2 - Inaccuracy measure is an important measure in information theory, which have been considered recently by many researchers, so that various generalizations have been introduced for this measure. In this paper, two new inaccuracy measures using co-copula and dual of a copula in copula theory are introduced and their properties under specific conditions are investigated. Including, under the establishment of proportional reversed hazard rate model and proportional hazard rate model, we obtain bounds and inequalities for these two inaccuracy measures, and we show that the triangle inequality can also exist for both of these measures. Also, under the assumption of radial symmetry, we prove the equality of these two new inaccuracies. In addition, we obtain a characterization property using the equality of these two inaccuracy measures for radially symmetric distributions. We provide examples to evaluate the results. Finally, in supplementary material section, by introducing estimators for the introduced inaccuracy measures, we examine some of the results using simulation methods and provide an example with real data.
AB - Inaccuracy measure is an important measure in information theory, which have been considered recently by many researchers, so that various generalizations have been introduced for this measure. In this paper, two new inaccuracy measures using co-copula and dual of a copula in copula theory are introduced and their properties under specific conditions are investigated. Including, under the establishment of proportional reversed hazard rate model and proportional hazard rate model, we obtain bounds and inequalities for these two inaccuracy measures, and we show that the triangle inequality can also exist for both of these measures. Also, under the assumption of radial symmetry, we prove the equality of these two new inaccuracies. In addition, we obtain a characterization property using the equality of these two inaccuracy measures for radially symmetric distributions. We provide examples to evaluate the results. Finally, in supplementary material section, by introducing estimators for the introduced inaccuracy measures, we examine some of the results using simulation methods and provide an example with real data.
KW - Copula
KW - Inaccuracy measure
KW - Orthant orders
KW - Proportional (reversed) hazard rate
KW - Radial symmetry
UR - http://www.scopus.com/inward/record.url?scp=85099681842&partnerID=8YFLogxK
U2 - 10.1016/j.jmva.2021.104725
DO - 10.1016/j.jmva.2021.104725
M3 - Journal article
AN - SCOPUS:85099681842
SN - 0047-259X
VL - 183
JO - Journal of Multivariate Analysis
JF - Journal of Multivariate Analysis
M1 - 104725
ER -