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:本文提出基于密度Copula、分布Copula和生存Copula的熵度量,并探讨其性质。我们研究了单调变换对所提度量的影响,并给出了相关界值。建立了累积Copula熵与三类相依性度量——斯皮尔曼秩相关系数、肯德尔秩相关系数及布莱斯特秩相关系数——之间的关联。最后,提出了累积Copula熵与生存Copula熵的估计方法,并通过实际数据集验证其有效性。