arXiv subjects

Iona Ann Sebastian

Publications and source records attributed to Iona Ann Sebastian.

3 recordsLinked to original sources

arXiv2026

Fractional Cumulative Past Inaccuracy in the Quantile Framework and its Applications

Fraction-based information measures have received considerable attention for describing complex systems, as they enable the investigation of signals with high sensitivity \citep{machado2014fractional}. In this paper, we introduce quantile versions of fractional cumulative past inaccuracy (FCPI) and dynamic fractional cumulative past inaccuracy (DFCPI) measures based on the inverse Mittag-Leffler function (MLF) or fractional logarithm function, which are the extensions of the fractional cumulative past and dynamic fractional cumulative past entropies, respectively. The various properties of quantile-based FCPI and its dynamic version are provided. We also propose a nonparametric estimator for the proposed measure, and simulation studies are carried out for validation. Finally, we bring out real data application of the newly introduced quantile-based FCPI.

math.ST↗

arXiv2025

Fractional cumulative Residual Inaccuracy in the Quantile Framework and its Appications

Fractional cumulative residual inaccuracy (FCRI) measure allows to determine regions of discrepancy between systems, depending on their respective fractional and chaotic map parameters. Most of the theoretical results and applications related to the FCRI of the lifetime random variable are based on the distribution function approach. However, there are situations in which the distribution function may not be available in explicit form but has a closed-form quantile function (QF), an alternative method of representing a probability distribution. Motivated by these, the present study is devoted to introduce a quantile-based FCRI and study its various properties. We also deal with non-parametric estimation of quantile-based FCRI and examine its validity using simulation studies and illustrate its usefulness in measuring the discrepancy between chaotic systems and in measuring the discrepancy in two different time regimes using Nifty 50 dataset.

stat.AP↗

arXiv2025

Fractional Cumulative Residual Entropy in the Quantile Framework and its Applications in the Financial Data

Fractional cumulative residual entropy (FCRE) is a powerful tool for the analysis of complex systems. Most of the theoretical results and applications related to the FCRE of the lifetime random variable are based on the distribution function approach. However, there are situations in which the distribution function may not be available in explicit form but has a closed-form quantile function (QF), an alternative method of representing a probability distribution. Motivated by this, in the present study we introduce a quantile-based FCRE, its dynamic version and their various properties and examine their usefulness in different applied fields.

math.ST↗