Results and applications of a new inaccuracy measure based on cumulative Tsallis entropy

Abstract

Non-additive measures are important for many applications. In this paper we propose an extension of the non-additive measure using the concept of Kerridge inaccuracy and cumulative Tsallis entropy. Several properties including non-linear transformation, bounds and characterizations are obtained using this measure. We also study different properties of the quantile version of the proposed measure. Finally, we numerically illustrate the usefulness of the measure and its quantile form using kernel density estimators.