Interval extropy and weighted interval extropy

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.

Estimation of Weighted Extropy with Focus on Its Use in Reliability Modeling

“…Here, it assigns more significance to large values of X. In the literature, extropy, its different versions and their applications have been studied by several authors (see, for instance, [8][9][10]). In particular, a unified version of extropy in classical theory and in Dempster-Shafer theory was studied in [11].…”