In this paper, we propose an extended variant of Weighted Generalized Cumulative Residual Entropy (WGCRE), its dynamic version, and a Weighted Generalized Cumulative Kerridge Inaccuracy measure by considering a general continuous non negative weight function. Several properties, including bounds and stochastic ordering, of these measures are obtained under appropriate assumptions. Furthermore, we introduce the empirical extended WGCRE as a non-parametric estimator, demonstrating its almost sure convergence to the proposed measure. A central limit theorem is established, examples are provided for illustrative purposes, and the stability of the empirical measure is examined. Finally, we demonstrate the practicality of this measure using real financial data for risk measurement.
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