0000000000299775

AUTHOR

Alessandra Meoli

showing 2 related works from this author

On the fractional probabilistic Taylor's and mean value theorems

2016

In order to develop certain fractional probabilistic analogues of Taylor's theorem and mean value theorem, we introduce the nth-order fractional equilibrium distribution in terms of the Weyl fractional integral and investigate its main properties. Specifically, we show a characterization result by which the nth-order fractional equilibrium distribution is identical to the starting distribution if and only if it is exponential. The nth-order fractional equilibrium density is then used to prove a fractional probabilistic Taylor's theorem based on derivatives of Riemann-Liouville type. A fractional analogue of the probabilistic mean value theorem is thus developed for pairs of nonnegative rand…

Generalized Taylor’s formulaMean value theoremSurvival bounded order01 natural sciencesStochastic ordering010104 statistics & probabilityCharacterization of exponential distribution; Fractional calculus; Fractional equilibrium distribution; Generalized Taylor’s formula; Mean value theorem; Survival bounded orderFOS: MathematicsCharacterization of exponential distributionApplied mathematics0101 mathematicsMathematicsComputer Science::Information RetrievalApplied MathematicsProbability (math.PR)010102 general mathematicsProbabilistic logic60E99 26A33 26A24Fractional calculusFractional equilibrium distributionFractional calculusExponential functionDistribution (mathematics)Bounded functionMean value theorem (divided differences)Random variableAnalysisMathematics - Probability
researchProduct

Fractional generalized cumulative entropy and its dynamic version

2021

Following the theory of information measures based on the cumulative distribution function, we propose the fractional generalized cumulative entropy, and its dynamic version. These entropies are particularly suitable to deal with distributions satisfying the proportional reversed hazard model. We study the connection with fractional integrals, and some bounds and comparisons based on stochastic orderings, that allow to show that the proposed measure is actually a variability measure. The investigation also involves various notions of reliability theory, since the considered dynamic measure is a suitable extension of the mean inactivity time. We also introduce the empirical generalized fract…

FOS: Computer and information sciencesExponential distributionComputer Science - Information TheoryMathematics - Statistics TheoryStatistics Theory (math.ST)01 natural sciencesMeasure (mathematics)010305 fluids & plasmas0103 physical sciencesFOS: MathematicsApplied mathematicsAlmost surelyCumulative entropy; Fractional calculus; Stochastic orderings; EstimationEntropy (energy dispersal)010306 general physicsStochastic orderingsMathematicsCentral limit theoremNumerical AnalysisInformation Theory (cs.IT)Applied MathematicsCumulative distribution functionProbability (math.PR)Fractional calculusEmpirical measureFractional calculusModeling and SimulationEstimationCumulative entropyMathematics - ProbabilityCommunications in Nonlinear Science and Numerical Simulation
researchProduct