Bayesian estimation of extropy and goodness of fit tests

Luai Al-Labadi; Sean Berry

doi:10.1080/02664763.2020.1812545

Bayesian estimation of extropy and goodness of fit tests

J Appl Stat. 2020 Aug 27;49(2):357-370. doi: 10.1080/02664763.2020.1812545. eCollection 2022.

Authors

Luai Al-Labadi¹, Sean Berry¹

Affiliation

¹ Department of Mathematical and Computational Sciences, University of Toronto Mississauga, Mississauga, Ontario, Canada.

Abstract

Extropy, a complementary dual of entropy, is considered in this paper. A Bayesian approach based on the Dirichlet process is proposed for the estimation of extropy. A goodness of fit test is also developed. Many theoretical properties of the procedure are derived. Several examples are discussed to illustrate the approach.

Keywords: 62F15; 62G10; 94A17; Bayesian non-parametric; Dirichlet process; entropy; extropy; relative belief ratio.