On cumulative residual Renyi's entropy for double truncated distribution

Abstract

Recently, a new class of uncertainty measure, namely the dynamic cumulative residual Renyi's entropy, has been introduced and studied in the literature. In parallel to that here, we have defined cumulative residual Renyi's entropy for a doubly truncated random variable called interval cumulative residual Renyi's entropy (ICRRE). Several properties, including the effect of monotone transformation, and bounds of ICRRE are discussed. Furthermore, it is shown that the proposed measure uniquely determines the distribution function and obtained characterizations of some well-known life distributions. Finally, we have proposed four nonparametric estimators of ICRRE and compared their performance by using the Monte-Carlo simulation study. A real-life data set is also illustrated based on the best-proposed estimator.