Weighted cumulative past inaccuracy and Kullback-Leibler divergence based on extropy: properties, estimation, and applications

Bighneswar Sahoo; Suchandan Kayal

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arXiv · 2608.13363

Weighted cumulative past inaccuracy and Kullback-Leibler divergence based on extropy: properties, estimation, and applications

Bighneswar Sahoo·Suchandan Kayal

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Abstract

This study develops a weighted framework for measuring the discrepancy between two nonnegative lifetime distributions through cumulative past extropy. We propose two measures, referred to as the weighted cumulative past extropy inaccuracy (WCPEI) and the weighted cumulative past extropy Kullback-Leibler divergence (WCPED). The generalized weight function is considered in this study. We investigate a number of theoretical properties of these measures. Empirical distribution function-based nonparametric estimator is subsequently constructed for the weighted cumulative past extropy inaccuracy ration (WCPEIR). Its finite-sample behavior is studied through Monte Carlo simulation experiments for different sample sizes. To illustrate the practical relevance of the WCPED, two applications are considered. First, an extropy-based goodness-of-fit procedure for testing uniformity is developed using the proposed divergence measure. Its power is then compared with that of several established uniformity tests under a variety of alternatives. Second, an image analysis application is presented in which the proposed measure is employed to assess changes in the distributions of pixel intensities when the image resolution is altered. The framework is further extended to a dynamic setting by conditioning on the lifetime information available up to a specified time point. This leads to the dynamic weighted cumulative past extropy inaccuracy (DWCPEI) and dynamic weighted cumulative past extropy divergence (DWCPED). Their theoretical properties are derived, and the corresponding nonparametric estimation procedures are proposed. The finite-sample performance of these estimators is evaluated through simulation studies using R software.

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Bighneswar Sahoo, Suchandan Kayal. 2026-08-13. Weighted cumulative past inaccuracy and Kullback-Leibler divergence based on extropy: properties, estimation, and applications. https://arxiv.org/abs/2608.13363

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