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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...
Autores principales: | , |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
MDPI
2023
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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. |
format | Online Article Text |
id | pubmed-10670295 |
institution | National Center for Biotechnology Information |
language | English |
publishDate | 2023 |
publisher | MDPI |
record_format | MEDLINE/PubMed |
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 |
work_keys_str_mv | AT zuobaishuai covariancerepresentationsandcoherentmeasuresforsomeentropies AT yinchuancun covariancerepresentationsandcoherentmeasuresforsomeentropies |