Covariance Representations and Coherent Measures for Some Entropies

Entropy (Basel). 2023 Nov 7;25(11):1525. doi: 10.3390/e25111525.

Abstract

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 α (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.

Keywords: coherent measure; covariance representation; entropy; shortfall; variability measure.