Using the ordinal-pattern concept in permutation entropy, we propose a model sufficiency test to study given model's point prediction accuracy. Compared with some classical tests, such as Broock et al.'s (1996) test, our proposal does not require sufficient eliminate all structures exhibited estimated residuals. When innovations investigated data's underlying dynamics show certain structure, hi...

Abstract: The exponential distribution is a popular model in applications to real data. We propose a new extension of this distribution, called the Lomax-exponential distribution, which presents greater flexibility to the model. Also there is a simple relation between the Lomax-exponential distribution and the Lomax distribution. Results for moment, limit behavior, hazard function, Shannon entr...

In this paper, the two parameter ADK entropy, as a generalized of Re'nyi entropy, is considered and some properties of it, are investigated. We will see that the ADK entropy for continuous random variables is invariant under a location and is not invariant under a scale transformation of the random variable. Furthermore, the joint ADK entropy, conditional ADK entropy, and chain rule of this ent...

The purpose of this study is to define the concepts of Tsallis entropy and conditional Tsallis entropy of fuzzy partitions and to obtain some results concerning this kind entropy. We show that the Tsallis entropy of fuzzy partitions has the subadditivity and concavity properties. We study this information measure under the refinement and zero mode subset relations. We check the chain rules for ...

The principle of maximum entropy, along with empirical considerations, can provide consistent basis for constructing a consistent probability distribution model for highly varying geophysical processes. Here we examine the potential of using this principle with the Boltzmann-Gibbs-Shannon entropy definition in the probabilistic modelling of rainfall in different areas worldwide. We define and t...