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On weighted version of dynamic cumulative residual inaccuracy measure based on extropy

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Abstract

This paper introduces the concept of dynamic cumulative residual extropy inaccuracy (DCREI) by expanding on the existing dynamic cumulative residual extropy (DCRE) measure and proposes a weighted version of it. The paper then investigates a characterization problem for the proposed weighted dynamic extropy inaccuracy measure under the proportional hazard model and characterizes some well-known lifetime distributions using the weighted dynamic cumulative residual extropy inaccuracy (WDCREI) measure. Additionally, the study discusses the stochastic ordering of WDCREI and certain results based on it. Non-parametric estimations of the proposed measures based on kernel and empirical estimators are suggested. Results of a simulation study show that the kernel-based estimators perform better than the empirical-based estimator. Finally, applications of the proposed measures on model selection are provided.

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Acknowledgements

The authors thank the editor-in-chief, the associate editor, and the anonymous reviewers for their useful comments on the earlier version of this paper.

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Correspondence to Majid Hashempour.

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Mohammadi, M., Hashempour, M. On weighted version of dynamic cumulative residual inaccuracy measure based on extropy. Stat Papers (2024). https://doi.org/10.1007/s00362-024-01568-8

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