A Quantile Based Generalized Cross Entropy of Order Statistics

نویسندگان

1 Cochin University of Science and Technology

2 Cochin University of Science and Technology

doi
10.22034/jirss.2025.2030759.1064
چکیده

In this paper, we propose a generalized cross entropy between the distributions of the ith order statistic and the parent random variable X, defined using the quantile function. This method is more flexible than traditional PDF-based measures, particularly in situations where estimating the underlying density is difficult or unreliable. We investigate the properties of this measure and present examples to illustrate these concepts. Furthermore, we introduce a residual version of the quantile based generalized cross entropy between the distributions of the ith order statistic and the parent random variable X, along with some characterization results. Comparative analyses using simulation and real data indicate that the proposed measure provides improved interpretability and robustness relative to the quantile based Kerridge inaccuracy measure. This study effectively connects theoretical development with practical application, contributing to the field of statistical analysis.