Some results about varextropy and weighted varextropy functions

TL;DR

This paper explores properties, bounds, and estimators of weighted varextropy, introduces a new stochastic order, and applies these concepts to distributions and real data, enhancing understanding of lifetime and reciprocal distributions.

Contribution

It introduces a new weighted varextropy measure, a stochastic ordering, and nonparametric estimators, advancing the analysis of lifetime distributions and reciprocal distributions.

Findings

Derived bounds for weighted varextropy and related measures.

Proposed and evaluated two nonparametric estimators via simulation.

Characterized reciprocal distribution using weighted varextropy and tested with real data.

Abstract

In this paper, we investigate several properties of the weighted varextropy measure and obtain it for specific distribution functions, such as the equilibrium and weighted distributions. We also obtain bounds for the weighted varextropy, as well as for weighted residual varextropy and weighted past varextropy. Additionally, we derive an expression for the varextropy of the lifetime of coherent systems. A new stochastic ordering, referred to as weighted varextopy orderind, is introduced, and some of its key properties are explored. Furtheremore, we propose two nonparametric estimators for the weighted varextropy function. A simulation study is conducted to evaluate the performance of these estimators in terms of mean squared error(MSE) and bias. Finally, we provide a characterization of the reciprocal distribution based on the weighted varextropy measure. Some tests for reciprocal distribution are constructed by using the proposed estimators and the powers of the tests are compared with the powers of Kolmogorov-Smirnov (KS) test. application to real data is also reported.