In this work, we propose extropy measures based on density copula, distributional copula, and survival copula, and explore their properties. We study the effect of monotone transformations for the proposed measures and obtain bounds. We establish connections between cumulative copula extropy and three dependence measures: Spearman's rho, Kendall's tau, and Blest's measure of rank correlation. Finally, we propose estimators for the cumulative copula extropy and survival copula extropy with an illustration using real life datasets.
翻译:本文提出了基于密度copula、分布copula和生存copula的熵外度量,并探讨了它们的性质。我们研究了单调变换对所提度量的影响,并获得了其界。我们建立了累积copula熵外与三种相依度量之间的联系:Spearman's rho、Kendall's tau和Blest秩相关系数。最后,我们提出了累积copula熵外和生存copula熵外的估计量,并通过实际数据集进行了例证说明。