Varextropy measure with application

Stochastic Models in Probability and Statistics

دوره 2، شماره 1 - شماره پیاپی 3، مهر 2025، صفحه 101-117   

نوع مقاله: Original Article

شناسه دیجیتال (DOI): 10.22067/smps.2025.92576.1044

نویسنده

Santosh Kumar Chaudhary^*

Department of Statistics‎, ‎Central University of Jharkhand‎, ‎Cheri-Manatu‎, ‎Ranchi‎, ‎Jharkhand‎, ‎835222‎, ‎India

چکیده

‎‎In statistical analysis, understanding and quantifying uncertainty is fundamental. Measures such as entropy, extropy, varentropy, and varextropy provide valuable insights into the characteristics of probability distributions. ‎ This paper focuses on the concept of varextropy and presents a novel characterization of the uniform distribution, showing that the varextropy of a random variable is zero if and only if the variable is uniformly distributed on the unit interval. Building on this property, we propose a new goodness-of-fit test for uniformity based on a nonparametric estimator of varextropy, denoted by \( \widehat{\Delta} \)‎, as introduced by Noughabi and Noughabi (2024). ‎‎‎The test statistic is shown to be consistent‎, ‎and its distribution under the null hypothesis is explored via Monte Carlo simulations‎. ‎Critical values are tabulated for various sample sizes and tuning parameters, and the test’s power is empirically evaluated against alternatives such as the Beta(1,2) distribution, demonstrating superior performance in detecting departures from uniformity. The proposed method is further applied to a real-world environmental dataset of vinyl chloride concentrations, where the transformed data, via the probability integral transform, are shown to conform to a uniform distribution. ‎Overall‎, ‎this study not only extends the theoretical understanding of varextropy but also introduces a practical and effective tool for uniformity testing in both simulated and real data contexts‎.

کلیدواژه‌ها

‎Entropy؛ Extropy؛ ‎Goodness-of-fit؛ ‎Monte Carlo simulation‎؛ ‎Nonparametric estimator؛ ‎Order statistics؛ ‎Uniformity test؛ ‎Varextropy

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