Sunoj, S M; Unnikrishnan Nair, N; Sankaran, P G(Springer, September 29, 2012)
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Abstract:
Partial moments are extensively used in actuarial science for the analysis
of risks. Since the first order partial moments provide the expected loss in a stop-loss
treaty with infinite cover as a function of priority, it is referred as the stop-loss transform.
In the present work, we discuss distributional and geometric properties of the
first and second order partial moments defined in terms of quantile function. Relationships
of the scaled stop-loss transform curve with the Lorenz, Gini, Bonferroni and
Leinkuhler curves are developed
Description:
Stat Methods Appl (2013) 22:167–182
DOI 10.1007/s10260-012-0213-4
Sunoj, S M; Unnikrishnan Nair, N; Sankaran, P G(Elsevier, December 1, 2012)
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Abstract:
Partial moments are extensively used in literature for modeling and analysis of lifetime
data. In this paper, we study properties of partial moments using quantile functions.
The quantile based measure determines the underlying distribution uniquely. We then
characterize certain lifetime quantile function models. The proposed measure provides
alternate definitions for ageing criteria. Finally, we explore the utility of the measure to
compare the characteristics of two lifetime distributions
Description:
Journal of the Korean Statistical Society 42 (2013) 329–342
Sunoj, S M; Asok, Nanda K; Sankaran, P G(Elsevier, December 4, 2013)
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Abstract:
In the present paper, we introduce a quantile based Rényi’s entropy function and its residual
version. We study certain properties and applications of the measure. Unlike the residual
Rényi’s entropy function, the quantile version uniquely determines the distribution
Description:
Statistics and Probability Letters 85 (2014) 114–121
Sunoj, S M; Navarro, J; Linu, M N(Taylor & Francis, April 14, 2014)
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Abstract:
In this article, we study some relevant information divergence measures viz. Renyi
divergence and Kerridge’s inaccuracy measures. These measures are extended to conditionally
specifiedmodels and they are used to characterize some bivariate distributions
using the concepts of weighted and proportional hazard rate models. Moreover, some
bounds are obtained for these measures using the likelihood ratio order
Description:
Communications in Statistics—Theory and Methods, 43: 1939–1948, 2014
Sunoj, S M; Sreejith, T B(Taylor & Francis, March 12, 2012)
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Abstract:
Recently, reciprocal subtangent has been used as a useful tool to describe the
behaviour of a density curve. Motivated by this, in the present article we extend
the concept to the weighted models. Characterization results are proved for models
viz. gamma, Rayleigh, equilibrium, residual lifetime, and proportional hazards. An
identity under weighted distribution is also obtained when the reciprocal subtangent
takes the form of a general class of distributions. Finally, an extension of reciprocal
subtangent for the weighted models in the bivariate and multivariate cases are
introduced and proved some useful results
Description:
Communications in Statistics—Theory and Methods, 41: 1397–1410, 2012