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Quantile-Based Study of (Dynamic) Inaccuracy Measures
S. Kayal, , S.M. Sunoj
Published in Cambridge University Press
2020
Volume: 34
   
Issue: 2
Pages: 183 - 199
Abstract
In the present communication, we introduce quantile-based (dynamic) inaccuracy measures and study their properties. Such measures provide an alternative approach to evaluate inaccuracy contained in the assumed statistical models. There are several models for which quantile functions are available in tractable form, though their distribution functions are not available in explicit form. In such cases, the traditional distribution function approach fails to compute inaccuracy between two random variables. Various examples are provided for illustration purpose. Some bounds are obtained. Effect of monotone transformations and characterizations are provided. © 2019 Cambridge University Press.
About the journal
JournalData powered by TypesetProbability in the Engineering and Informational Sciences
PublisherData powered by TypesetCambridge University Press
ISSN02699648