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Covariance Representations and Coherent Measures for Some Entropies

We obtain covariance and Choquet integral representations for some entropies and give upper bounds of those entropies. The coherent properties of those entropies are discussed. Furthermore, we propose tail-based cumulative residual Tsallis entropy of order [Formula: see text] (TCRTE) and tail-based...

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Autores principales: Zuo, Baishuai, Yin, Chuancun
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10670295/
https://www.ncbi.nlm.nih.gov/pubmed/37998217
http://dx.doi.org/10.3390/e25111525
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author Zuo, Baishuai
Yin, Chuancun
author_facet Zuo, Baishuai
Yin, Chuancun
author_sort Zuo, Baishuai
collection PubMed
description We obtain covariance and Choquet integral representations for some entropies and give upper bounds of those entropies. The coherent properties of those entropies are discussed. Furthermore, we propose tail-based cumulative residual Tsallis entropy of order [Formula: see text] (TCRTE) and tail-based right-tail deviation (TRTD); then, we define a shortfall of cumulative residual Tsallis (CRTES) and shortfall of right-tail deviation entropy (RTDS) and provide some equivalent results. As illustrated examples, the CRTESs of elliptical, inverse Gaussian, gamma and beta distributions are simulated.
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spelling pubmed-106702952023-11-07 Covariance Representations and Coherent Measures for Some Entropies Zuo, Baishuai Yin, Chuancun Entropy (Basel) Article We obtain covariance and Choquet integral representations for some entropies and give upper bounds of those entropies. The coherent properties of those entropies are discussed. Furthermore, we propose tail-based cumulative residual Tsallis entropy of order [Formula: see text] (TCRTE) and tail-based right-tail deviation (TRTD); then, we define a shortfall of cumulative residual Tsallis (CRTES) and shortfall of right-tail deviation entropy (RTDS) and provide some equivalent results. As illustrated examples, the CRTESs of elliptical, inverse Gaussian, gamma and beta distributions are simulated. MDPI 2023-11-07 /pmc/articles/PMC10670295/ /pubmed/37998217 http://dx.doi.org/10.3390/e25111525 Text en © 2023 by the authors. https://creativecommons.org/licenses/by/4.0/Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/).
spellingShingle Article
Zuo, Baishuai
Yin, Chuancun
Covariance Representations and Coherent Measures for Some Entropies
title Covariance Representations and Coherent Measures for Some Entropies
title_full Covariance Representations and Coherent Measures for Some Entropies
title_fullStr Covariance Representations and Coherent Measures for Some Entropies
title_full_unstemmed Covariance Representations and Coherent Measures for Some Entropies
title_short Covariance Representations and Coherent Measures for Some Entropies
title_sort covariance representations and coherent measures for some entropies
topic Article
url https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10670295/
https://www.ncbi.nlm.nih.gov/pubmed/37998217
http://dx.doi.org/10.3390/e25111525
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AT yinchuancun covariancerepresentationsandcoherentmeasuresforsomeentropies