Di Crescenzo and Longobardi (2002) introduced a measure of uncertainty in past lifetime distributions and studied its relationship with residual entropy function. In the present paper, we introduce a quantile version of the entropy function in past lifetime and study its properties. Unlike the...

Quantile functions are efficient and equivalent alternatives to distribution functions in modeling and analysis of statistical data (see Gilchrist, 2000; Nair and Sankaran, 2009). Motivated by this, in the present paper, we introduce a quantile based Shannon entropy function. We also introduce...

The right truncated Gini index and mean difference are useful tools in the analysis of incomes and the left truncated versions of these functions can be employed in reliability modelling. In this paper we identify the distributions characterized by simple functional forms of these measures and...

We study a five-parameter lifetime distribution called the McDonald extended exponential model to generalize the exponential, generalized exponential, Kumaraswamy exponential and beta exponential distributions, among others. We obtain explicit expressions for the moments and incomplete moments,...

It has been commonly admitted that the meaning of a descriptive feature of distributions is given by an ordering and that the measures for this feature are meaningful only if they preserve the ordering. However, while many multivariate kurtosis measures have been introduced, multivariate...

Graphing univariate distributions is central to both statistical graphics, in general, and StataÕs graphics, in particular. Now that Stata 8 is out, a review of official and user-written commands is timely. The emphasis here is on going beyond what is obviously and readily available, with...

Many economics and finance time series are non-Gaussian. In this paper, we propose a Bayesian approach to non-Gaussian autoregressive time series models via quantile functions. This approach is parametric, so we also compare the proposed parametric approach with a semi-parametric approach....