A test for fuzzy exponentiality based on Kullback-Leibler information

The exponential distribution has been widely used in engineering, social and biological sciences. In this paper, we propose a new goodness-of-fit test for fuzzy exponentiality using α-pessimistic value. The test statistics is established based on Kullback-Leibler information. By using Monte Carlo method, we obtain the empirical critical points of the test statistic at four different significant levels. To evaluate the performance of the proposed test, we compare it with four commonly used tests through some simulations. Experimental studies show that the proposed test has higher power than other tests in most cases. In particular, for the uniform and linear failure rate alternatives, our method has the best performance. A real data example is investigated to show the application of our test.

A Generalized Two-Dimensional Index to Measure the Degree of Deviation from Double Symmetry in Square Contingency Tables

The double symmetry model satisfies both the symmetry and point symmetry models simultaneously. To measure the degree of deviation from the double symmetry model, a two-dimensional index that can concurrently measure the degree of deviation from symmetry and point symmetry is considered. This two-dimensional index is constructed by combining two existing indexes. Although the existing indexes are constructed using power divergence, the existing two-dimensional index that can concurrently measure both symmetries is constructed using only Kullback-Leibler information, which is a special case of power divergence. Previous studies note the importance of using several indexes of divergence to compare the degrees of deviation from a model for several square contingency tables. This study, therefore, proposes a two-dimensional index based on power divergence in order to measure deviation from double symmetry for square contingency tables. Numerical examples show the utility of the proposed two-dimensional index using two datasets.

Information Measure in Terms of the Hazard Function and Its Estimate

It is well-known that some information measures, including Fisher information and entropy, can be represented in terms of the hazard function. In this paper, we provide the representations of more information measures, including quantal Fisher information and quantal Kullback-leibler information, in terms of the hazard function and reverse hazard function. We provide some estimators of the quantal KL information, which include the Anderson-Darling test statistic, and compare their performances.

Consistency of the Semi-parametric MLE under the Cox Model with Right-Censored Data

Objective: We studied the consistency of the semi-parametric maximum likelihood estimator (SMLE) under the Cox regression model with right-censored (RC) data. Methods: Consistency proofs of the MLE are often based on the Shannon-Kolmogorov inequality, which requires finite E(lnL), where L is the likelihood function. Results: The results of this study show that one property of the semi-parametric MLE (SMLE) is established. Conclusion: Under the Cox model with RC data, E(lnL) may not exist. We used the Kullback-Leibler information inequality in our proof.

Some Dissimilarity Measures of Branching Processes and Optimal Decision Making in the Presence of Potential Pandemics

We compute exact values respectively bounds of dissimilarity/distinguishability measures–in the sense of the Kullback-Leibler information distance (relative entropy) and some transforms of more general power divergences and Renyi divergences–between two competing discrete-time Galton-Watson branching processes with immigration GWI for which the offspring as well as the immigration (importation) is arbitrarily Poisson-distributed; especially, we allow for arbitrary type of extinction-concerning criticality and thus for non-stationarity. We apply this to optimal decision making in the context of the spread of potentially pandemic infectious diseases (such as e.g., the current COVID-19 pandemic), e.g., covering different levels of dangerousness and different kinds of intervention/mitigation strategies. Asymptotic distinguishability behaviour and diffusion limits are investigated, too.